Dynamic portfolio choice without cash
Chi Kin Lam, Yuhong Xu and Guosheng Yin
| Year of publication: |
2019
|
|---|---|
| Authors: | Lam, Chi Kin ; Xu, Yuhong ; Yin, Guosheng |
| Published in: |
Quantitative finance. - London : Taylor & Francis, ISSN 1469-7696, ZDB-ID 2027557-2. - Vol. 19.2019, 2, p. 313-326
|
| Subject: | Dynamic asset allocation | Equilibrium control | Mean-variance portfolio selection | Time inconsistency | Theorie | Theory | Portfolio-Management | Portfolio selection | Zeitkonsistenz | Time consistency |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/14697688.2018.1465580 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012194655