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Constrained Monotone Mean-Variance Problem with Random Coefficients.

Authors :
Ying Hu
Xiaomin Shi
Zuo Quan Xu
Source :
SIAM Journal on Financial Mathematics; 2023, Vol. 14 Issue 3, p838-854, 17p
Publication Year :
2023

Details

Language :
English
ISSN :
1945497X
Volume :
14
Issue :
3
Database :
Complementary Index
Journal :
SIAM Journal on Financial Mathematics
Publication Type :
Academic Journal
Accession number :
173379178
Full Text :
https://doi.org/10.1137/22M154418X