Time-consistent investment strategy under partial information
Yongwu Li, Han Qiao, Shouyang Wang, Ling Zhang
| Year of publication: |
2015
|
|---|---|
| Authors: | Li, Yongwu ; Qiao, Han ; Wang, Shouyang ; Zhang, Ling |
| Published in: |
Insurance. - 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 | Theorie | Theory | Zeitkonsistenz | Time consistency | Unvollkommene Information | Incomplete information | Portfolio-Management | Portfolio selection | Rationale Erwartung | Rational expectations |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2015.08.011 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011428653