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accessRights:"restricted"
subject:"Risk"
~isPartOf:"International journal of theoretical and applied finance"
~person:"Cong, F."
~source:"econis"
~subject:"Portfolio selection"
~subject:"model prediction error"
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Cong, F.
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International journal of theoretical and applied finance
Journal of economic dynamics & control
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ECONIS (ZBW)
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On robust multi-period pre-commitment and time-consistent mean-variance portfolio optimization
Cong, F.
;
Oosterlee, Cornelis Willebrordus
- In:
International journal of theoretical and applied finance
20
(
2017
)
7
,
pp. 1-26
Persistent link: https://www.econbiz.de/10011763920
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