Optimal investment problem for an open-end fund with dynamic flows (Q5012668)
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scientific article; zbMATH DE number 7433443
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal investment problem for an open-end fund with dynamic flows |
scientific article; zbMATH DE number 7433443 |
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Optimal investment problem for an open-end fund with dynamic flows (English)
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25 November 2021
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open-end fund
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optimal investment
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dynamic flows
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value added
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Hamilton-Jacobi-Bellman (HJB) equation
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