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