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Time consistency
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Behavioural finance
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Cost of self-coordination
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Dynamic mean-variance formulation
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Cui, Xiangyu
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Journal of economic dynamics & control
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Journal of the Operational Research Society : OR
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Time consistent behavioral portfolio policy for
dynamic
mean-variance
formulation
Cui, Xiangyu
;
Li, Xun
;
Li, Duan
;
Shi, Yun
- In:
Journal of the Operational Research Society : OR
68
(
2017
)
12
,
pp. 1647-1660
Persistent link: https://www.econbiz.de/10011816054
Saved in:
2
Self-coordination in time inconsistent stochastic decision problems : a planner-doer game framework
Cui, Xiangyu
;
Li, Duan
;
Shi, Yun
- In:
Journal of economic dynamics & control
75
(
2017
),
pp. 91-113
Persistent link: https://www.econbiz.de/10011817149
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