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

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+Dynamic Asset Allocation in a Mean-Variance Framework
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+Consumption and Portfolio Decisions when Expected Returns are Time Varying
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+Optimal consumption and portfolio policies when asset prices follow a diffusion process
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+Implications of the Sharpe ratio as a performance measure in multi-period settings
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+Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework
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+Consumption and portfolio policies with incomplete markets and short-sale constraints: The infinite dimensional case
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+Optimal Value and Growth Tilts in Long-Horizon Portfolios*
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+Golden Eggs and Hyperbolic Discounting
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+Optimal hedging in a dynamic futures market with a nonnegativity constraint on wealth
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+Optimum consumption and portfolio rules in a continuous-time model
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