Mean-Variance Portfolio Selection with Dynamic Targets for Expected Terminal Wealth (Q5076714)

From MaRDI portal
scientific article; zbMATH DE number 7528002
Language Label Description Also known as
English
Mean-Variance Portfolio Selection with Dynamic Targets for Expected Terminal Wealth
scientific article; zbMATH DE number 7528002

    Statements

    Mean-Variance Portfolio Selection with Dynamic Targets for Expected Terminal Wealth (English)
    0 references
    0 references
    0 references
    17 May 2022
    0 references
    portfolio selection
    0 references
    dynamic mean-variance analysis
    0 references
    time inconsistency
    0 references
    equilibrium strategies
    0 references
    0 references

    Identifiers