Essays about: "tidsinkonsistens"
Found 1 essay containing the word tidsinkonsistens.
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1. Equilibrium Strategies for Time-Inconsistent Stochastic Optimal Control of Asset Allocation
University essay from KTH/Optimeringslära och systemteoriAbstract : We have examinined the problem of constructing efficient strategies for continuous-time dynamic asset allocation. In order to obtain efficient investment strategies; a stochastic optimal control approach was applied to find optimal transaction control. READ MORE
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