Stable dividends under linear-quadratic optimisation
B. Avanzi, D.K. Falden and M. Steffensen
| Year of publication: |
2023
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|---|---|
| Authors: | Avanzi, B. ; Falden, Debbie Kusch ; Steffensen, Mogens |
| 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 |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/14697688.2023.2227661 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014339901