Continuous time mean-variance portfolio optimization through the mean field approach

Author: Fischer Markus   Livieri Giulia  

Publisher: Edp Sciences

E-ISSN: 1262-3318|20|issue|30-44

ISSN: 1292-8100

Source: ESAIM: Probability and Statistics, Vol.20, Iss.issue, 2016-07, pp. : 30-44

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Abstract