Time-consistent portfolio optimization
Ling Peng, Peter E. Kloeden
| Year of publication: |
2021
|
|---|---|
| Authors: | Peng, Ling ; Kloeden, Peter E. |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 288.2021, 1 (1.1.), p. 183-193
|
| Subject: | heterogeneous quasi-hyperbolic preferences | life insurance | time-consistency | Theorie | Theory | Lebensversicherung | Life insurance | Portfolio-Management | Portfolio selection | Zeitkonsistenz | Time consistency |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ejor.2020.05.061 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012496547