Time consistent in efficiency dynamic mean-variance policy
Yun Shi, Duan Li and Xiangyu Cui
| Year of publication: |
2023
|
|---|---|
| Authors: | Shi, Yun ; Li, Duan ; Cui, Xiangyu |
| Published in: |
Journal of the Operational Research Society. - London : Taylor and Francis, ISSN 1476-9360, ZDB-ID 2007775-0. - Vol. 74.2023, 1, p. 195-208
|
| Subject: | market with all risky assets | mean-variance formulation | Portfolio selection | self-financing | time consistency in efficiency | Theorie | Theory | Portfolio-Management | Zeitkonsistenz | Time consistency |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/01605682.2022.2032428 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014231704