Mean-variance pre-commitment policies revisited via a mean-field technique
A. Bensoussan; K. C. Wong; S. C. P. Yam
| Year of publication: |
2014
|
|---|---|
| Authors: | Bensoussan, Alain ; Wong, Kam C. ; Yam, Sheung Chi Phillip |
| Published in: |
Recent advances in financial engineering 2012 : proceedings of the International Workshop on Finance 2012, the University of Tokyo, Japan, 30-31 October 2012. - Singapore [u.a.] : World Scientific Publ., ISBN 981-4571-63-6. - 2014, p. 177-198
|
| Subject: | Theorie | Theory | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010359851