A mean-variance approach to capital investment optimization (Q5742498)
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scientific article; zbMATH DE number 7054540
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A mean-variance approach to capital investment optimization |
scientific article; zbMATH DE number 7054540 |
Statements
A Mean-Variance Approach to Capital Investment Optimization (English)
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14 May 2019
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mean field type control
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capital investment
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mean-variance optimization
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time-consistent solution
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risk averse
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0.761370837688446
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0.7540713548660278
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0.7439619302749634
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0.7437118291854858
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0.7355139851570129
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