Short Communication: Cone-Constrained Monotone Mean-Variance Portfolio Selection under Diffusion Models (Q5045197)
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scientific article; zbMATH DE number 7612218
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Short Communication: Cone-Constrained Monotone Mean-Variance Portfolio Selection under Diffusion Models |
scientific article; zbMATH DE number 7612218 |
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Short Communication: Cone-Constrained Monotone Mean-Variance Portfolio Selection under Diffusion Models (English)
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4 November 2022
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optimal investment
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Hamilton-Jacobi-Bellman equation
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portfolio constraints, monotone mean-variance
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