Optimal dynamic risk sharing under the time‐consistent mean‐variance criterion (Q6054361)
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scientific article; zbMATH DE number 7743016
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal dynamic risk sharing under the time‐consistent mean‐variance criterion |
scientific article; zbMATH DE number 7743016 |
Statements
Optimal dynamic risk sharing under the time‐consistent mean‐variance criterion (English)
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28 September 2023
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dynamic risk sharing
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Pareto optimal
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dynamic mean-variance criterion
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time-consistent equilibrium strategy
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ambiguity
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investment
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