Better than dynamic mean-variance : time inconsistency and free cash flow stream
Xiangyu Cui and Duan Li; Shouyang Wang; Shushang Zhu
| Year of publication: |
2012
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|---|---|
| Authors: | Cui, Xiangyu ; Li, Duan ; Wang, Shouyang ; Zhu, Shushang |
| Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 1073194-5. - Vol. 22.2012, 2, p. 346-378
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| Subject: | Portfolio-Management | Portfolio selection | Zeitkonsistenz | Time consistency | Anlageverhalten | Behavioural finance | Cash Flow | Cash flow | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10009613192