Non-Markovian mean-variance portfolio selection problems via closed-loop equilibrium strategies (Q6183322)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Non-Markovian mean-variance portfolio selection problems via closed-loop equilibrium strategies |
scientific article; zbMATH DE number 7783077
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Non-Markovian mean-variance portfolio selection problems via closed-loop equilibrium strategies |
scientific article; zbMATH DE number 7783077 |
Statements
Non-Markovian mean-variance portfolio selection problems via closed-loop equilibrium strategies (English)
0 references
4 January 2024
0 references
dynamic mean-variance problems
0 references
time inconsistency
0 references
closed-loop equilibrium strategies
0 references
stochastic Riccati system
0 references
deep learning
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.8314690589904785
0 references
0.826614499092102
0 references
0.813589870929718
0 references
0.8090379238128662
0 references
0.7987691164016724
0 references
