ON TIME CONSISTENCY FOR MEAN-VARIANCE PORTFOLIO SELECTION (Q5148009): Difference between revisions

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+Pricing stock and bond derivatives with a multi-factor Gaussian model
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+A paradox in time-consistency in the mean-variance problem?
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+Arbitrage Theory in Continuous Time
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+On time-inconsistent stochastic control in continuous time
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+A theory of Markovian time-inconsistent stochastic control in discrete time
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+MEAN–VARIANCE PORTFOLIO OPTIMIZATION WITH STATE‐DEPENDENT RISK AVERSION
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+Optimal dividend strategies with time-inconsistent preferences
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+On Finding Equilibrium Stopping Times for Time-Inconsistent Markovian Problems
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+On pre-commitment aspects of a time-consistent strategy for a mean-variance investor
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+Self-coordination in time inconsistent stochastic decision problems: a planner-doer game framework
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+BETTER THAN DYNAMIC MEAN‐VARIANCE: TIME INCONSISTENCY AND FREE CASH FLOW STREAM
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+Time-consistent mean-variance portfolio selection in discrete and continuous time
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+Dynamic approaches for some time-inconsistent optimization problems
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+Optimal Dynamic Portfolio Selection: Multiperiod Mean-Variance Formulation
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+Mean-variance target-based optimisation for defined contribution pension schemes in a stochastic framework
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+Mean-variance dynamic optimality for DC pension schemes
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+Optimal mean-variance portfolio selection
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+Approximate Dynamic Programming
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+A Minimum Variance Result in Continuous Trading Portfolio Optimization
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+Better than pre-committed optimal mean-variance policy in a jump diffusion market
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+Time-consistent mean-variance portfolio optimization: a numerical impulse control approach
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+On efficiency of mean–variance based portfolio selection in defined contribution pension schemes
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+Continuous time mean variance asset allocation: a time-consistent strategy
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+COMPARISON OF MEAN VARIANCE LIKE STRATEGIES FOR OPTIMAL ASSET ALLOCATION PROBLEMS
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+Continuous-time mean-variance portfolio selection: a stochastic LQ framework
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+https://doi.org/10.1142/s0219024920500429
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+W3083537523
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+Publication:5148009