Equilibrium strategies for mean-variance problem
This research is devoted to study equilibrium strategies in a game theoretical framework for the mean-variance problem. The thesis explores the investment behaviour and interlinks between different types of equilibrium strategies. In order to find the open-loop strategy in discrete time, we incorpor...
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University of Leeds
2018
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| Online Access: | https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.758287 |