Inter-temporal mutual-fund management
Year of publication: |
2022
|
---|---|
Authors: | Bensoussan, Alain ; Cheung, Ka Chun ; Li, Yiqun ; Yam, Sheung Chi Phillip |
Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial economics. - Oxford [u.a.] : Wiley-Blackwell, ISSN 1467-9965, ZDB-ID 1481288-5. - Vol. 32.2022, 3, p. 825-877
|
Subject: | asset under management | dynamic programming and HJB equation | Feyman-Kac representation | Inada condition | inter-temporal mutual-fund management | open-end mutual fund | proportional management fee | regularity of value function | weighted Sobolev space for unbounded domains | Theorie | Theory | Investmentfonds | Investment Fund | Portfolio-Management | Portfolio selection | Management |
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