Characterizations of closed-loop equilibrium solutions for dynamic mean-variance optimization problems (Q680407)
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scientific article; zbMATH DE number 6828706
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| English | Characterizations of closed-loop equilibrium solutions for dynamic mean-variance optimization problems |
scientific article; zbMATH DE number 6828706 |
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Characterizations of closed-loop equilibrium solutions for dynamic mean-variance optimization problems (English)
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23 January 2018
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stochastic linear quadratic problems
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time-inconsistency
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dynamic mean-variance portfolio optimization
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closed-loop equilibrium solutions
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0.7834999561309814
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0.7755622863769531
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0.7672255039215088
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0.7656098008155823
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