BETTER THAN DYNAMIC MEAN-VARIANCE: TIME INCONSISTENCY AND FREE CASH FLOW STREAM
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Big Data Challenges of High-Dimensional Continuous-Time Mean-Variance Portfolio Selection and a Remedy.Time consistent behavioral portfolio policy for dynamic mean–variance formulationStochastic Control for Optimal Execution: Fast Approximation Solution Scheme Under Nested Mean-semi Deviation and Conditional Value at RiskMEAN-VARIANCE POLICY FOR DISCRETE-TIME CONE-CONSTRAINED MARKETS: TIME CONSISTENCY IN EFFICIENCY AND THE MINIMUM-VARIANCE SIGNED SUPERMARTINGALE MEASUREArbitrage-Free Conditions and Hedging Strategies for Markets with Penalty Costs on Short PositionsTime Consistent Strategies for Mean-Variance Asset-Liability Management Problems
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BETTER THAN DYNAMIC MEAN-VARIANCE: TIME INCONSISTENCY AND FREE CASH FLOW STREAM
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im Dezember 2010 veröffentlichter wissenschaftlicher Artikel
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wetenschappelijk artikel
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наукова стаття, опублікована в грудні 2010
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name
BETTER THAN DYNAMIC MEAN-VARIANCE: TIME INCONSISTENCY AND FREE CASH FLOW STREAM
@en
BETTER THAN DYNAMIC MEAN-VARIANCE: TIME INCONSISTENCY AND FREE CASH FLOW STREAM
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type
label
BETTER THAN DYNAMIC MEAN-VARIANCE: TIME INCONSISTENCY AND FREE CASH FLOW STREAM
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BETTER THAN DYNAMIC MEAN-VARIANCE: TIME INCONSISTENCY AND FREE CASH FLOW STREAM
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prefLabel
BETTER THAN DYNAMIC MEAN-VARIANCE: TIME INCONSISTENCY AND FREE CASH FLOW STREAM
@en
BETTER THAN DYNAMIC MEAN-VARIANCE: TIME INCONSISTENCY AND FREE CASH FLOW STREAM
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P2093
P2860
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P1476
BETTER THAN DYNAMIC MEAN-VARIANCE: TIME INCONSISTENCY AND FREE CASH FLOW STREAM
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P2093
Shouyang Wang
Shushang Zhu
Xiangyu Cui
P2860
P304
P356
10.1111/J.1467-9965.2010.00461.X
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P577
2010-12-05T00:00:00Z