On pre-commitment aspects of a time-consistent strategy for a mean-variance investor
Year of publication: |
September 2016
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Authors: | Cong, F. ; Oosterlee, Cornelis Willebrordus |
Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 70.2016, p. 178-193
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Subject: | Finance | Investment analysis | Decision analysis | Simulation | Time-consistency | Theorie | Theory | Portfolio-Management | Portfolio selection | Zeitkonsistenz | Time consistency | Entscheidung | Decision | Anlageverhalten | Behavioural finance |
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