Time-consistent investment strategy under partial information
Year of publication: |
2015
|
---|---|
Authors: | Li, Yongwu ; Qiao, Han ; Wang, Shouyang ; Zhang, Ling |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 65.2015, p. 187-197
|
Subject: | Time inconsistency | Mean-variance | Partial information | Equilibrium strategy | Extended HJB system of equations | Portfolio-Management | Portfolio selection | Theorie | Theory | Zeitkonsistenz | Time consistency | Unvollkommene Information | Incomplete information |
-
Time-consistent mean-variance asset-liability management with random coefficients
Wei, Jiaqin, (2017)
-
Wang, Hao, (2019)
-
Liang, Zongxia, (2015)
- More ...
-
Dividend optimization for jump-diffusion model with solvency constraints
Li, Yongwu, (2020)
-
Bao, Qin, (2011)
-
Zhang, ZhongXiang, (2012)
- More ...