Continuous time mean–variance–utility portfolio problem and its equilibrium strategy (Q5057975)
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scientific article; zbMATH DE number 7625869
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Continuous time mean–variance–utility portfolio problem and its equilibrium strategy |
scientific article; zbMATH DE number 7625869 |
Statements
Continuous time mean–variance–utility portfolio problem and its equilibrium strategy (English)
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1 December 2022
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Merton's problem
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mean-variance portfolio problem
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equilibrium
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time-inconsistency control
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utility
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