Continuous time mean–variance–utility portfolio problem and its equilibrium strategy

Ben-Zhang Yanga National Institution for Finance & Development, Chinese Academy of Social Science, Beijing, People's Republic of China

Xin-Jiang Heb School of Economics, Zhejiang University of Technology, Hangzhou, People's Republic of ChinaCorrespondence[email protected]

https://orcid.org/0000-0003-1429-5463

Song-Ping Zhuc School of Mathematics and Applied Statistics, University of Wollongong, Wollongong, Australia

https://orcid.org/0000-0002-2863-0640

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Ali Hamidoğlu. (2023) A game theoretical approach for finding near-optimal solutions of an optimization problem. Optimization 72:10, pages 2561-2583.
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Wei Liu, Na Li & Ahmadjan Muhammadhaji. (2023) An Equilibrium Strategy for Target Benefit Pension Plans with a Longevity Trend and Partial Information. Axioms 12:8, pages 732.
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Nour El Houda Bouaicha, Farid Chighoub, Ishak Alia & Ayesha Sohail. (2022) Conditional LQ time-inconsistent Markov-switching stochastic optimal control problem for diffusion with jumps. Modern Stochastics: Theory and Applications, pages 157-205.
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Continuous time mean–variance–utility portfolio problem and its equilibrium strategy

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Continuous time mean–variance–utility portfolio problem and its equilibrium strategy

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