Time-Inconsistent Portfolio Investment Problems (Q5374163)
From MaRDI portal
scientific article; zbMATH DE number 6857330
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Time-Inconsistent Portfolio Investment Problems |
scientific article; zbMATH DE number 6857330 |
Statements
Time-Inconsistent Portfolio Investment Problems (English)
0 references
9 April 2018
0 references
time-inconsistency
0 references
portfolio optimization
0 references
asymptotic methods
0 references
stochastic control
0 references
stochastic risk aversion
0 references
0 references
