Mean-variance portfolio selection and variance hedging with random coefficients: closed-loop equilibrium strategy (Q6297298)
From MaRDI portal
scientific article; zbMATH DE number 900339940
Language | Label | Description | Also known as |
---|---|---|---|
English | Mean-variance portfolio selection and variance hedging with random coefficients: closed-loop equilibrium strategy |
scientific article; zbMATH DE number 900339940 |
Statements
4 February 2018
0 references
math.OC
0 references