Stable dividends under linear-quadratic optimisation
Year of publication: |
2023
|
---|---|
Authors: | Avanzi, B. ; Falden, Debbie Kusch ; Steffensen, Mogens |
Published in: |
Quantitative finance. - London : Taylor & Francis, ISSN 1469-7696, ZDB-ID 2027557-2. - Vol. 23.2023, 9, p. 1199-1215
|
Subject: | Dividends | Linearity | Risk theory | Stability | Stochastic control | Dividende | Dividend | Stochastischer Prozess | Stochastic process | Kontrolltheorie | Control theory | Mathematische Optimierung | Mathematical programming | Risiko | Risk | Portfolio-Management | Portfolio selection |
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