Continuous time mean variance asset allocation : a time-consistent strategy
Jin Wang; P. A. Forsyth
| Year of publication: |
2011
|
|---|---|
| Authors: | Wang, Jin ; Forsyth, Peter A. |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 209.2011, 2 (1.3.), p. 184-201
|
| Subject: | Portfolio-Management | Portfolio selection | 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://www.econbiz.de/10008798657