Time consistent vs. time inconsistent dynamic asset allocation: some utility cost calculations for mean variance preferences (Q1994239): Difference between revisions

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Latest revision as of 04:20, 17 July 2024

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Time consistent vs. time inconsistent dynamic asset allocation: some utility cost calculations for mean variance preferences
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    Time consistent vs. time inconsistent dynamic asset allocation: some utility cost calculations for mean variance preferences (English)
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    1 November 2018
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    mean-variance preferences
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    dynamic asset allocation
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    intertemporal hedging
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    predictability
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    value and growth investment
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