Georgios Aivaliotis

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Person:1756026


List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Automatic model training under restrictive time constraints
Statistics and Computing
2022-12-20Paper
An HJB approach to a general continuous-time mean-variance stochastic control problem
Random Operators and Stochastic Equations
2019-01-11Paper
Investment strategies and compensation of a mean-variance optimizing fund manager
European Journal of Operational Research
2015-02-03Paper
On Bellman's equations for mean and variance control of a Markov diffusion
Stochastics
2010-08-19Paper


Research outcomes over time


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