Optimal investment policy in the time consistent mean-variance formulation
Zhi-ping Chen; Gang Li; Ju-e Guo
| Year of publication: |
2013
|
|---|---|
| Authors: | Chen, Zhiping ; Li, Gang ; Guo, Ju'e |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 52.2013, 2, p. 145-156
|
| Subject: | Theorie | Theory | Portfolio-Management | Portfolio selection | Zeitkonsistenz | Time consistency | Investitionspolitik | Investment policy |
| 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://www.econbiz.de/10009736120