Nash equilibrium strategy for a multi-period mean-variance portfolio selection problem with regime switching
Huiling Wu, Hua Chen
| Year of publication: |
April 2015
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| Authors: | Wu, Huiling ; Chen, Hua |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 46.2015, p. 79-90
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| Subject: | Mean-variance portfolio selection | Regime switching | Random risk aversion | Nash equilibrium strategy | Portfolio-Management | Portfolio selection | Nash-Gleichgewicht | Nash equilibrium | Spieltheorie | Game theory | Risikoaversion | Risk aversion |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econmod.2014.12.024 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011436534