Time-consistent mean-variance portfolio selection in discrete and continuous time
Christoph Czichowsky
| Year of publication: |
2013
|
|---|---|
| Authors: | Czichowsky, Christoph |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 17.2013, 2, p. 227-271
|
| Subject: | Portfolio-Management | Portfolio selection | Theorie | Theory | Zeitkonsistenz | Time consistency |
| 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/10009730823