Inter-temporal mutual-fund management
Alain Bensoussan, Ka Chun Cheung, Yiqun Li, Sheung Chi Phillip Yam
| Year of publication: |
2022
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|---|---|
| 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
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| 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 | Investmentfonds | Investment Fund | Theorie | Theory | Dynamische Optimierung | Dynamic programming | Portfolio-Management | Portfolio selection | Management |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/mafi.12349 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013331049