Optimal mean-variance selling strategies (Q253104): Difference between revisions

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+A theory of Markovian time-inconsistent stochastic control in discrete time
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+Time-consistent mean-variance portfolio selection in discrete and continuous time
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+Heuristic Approach to the Kolmogorov-Smirnov Theorems
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+Selling a stock at the ultimate maximum
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+Investment and consumption without commitment
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+Consistent Plans
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+Optimal Dynamic Portfolio Selection: Multiperiod Mean-Variance Formulation
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+Explicit solutions to some optimal variance stopping problems
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+On the Existence of a Consistent Course of Action when Tastes are Changing
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+Q3378055
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+A Minimum Variance Result in Continuous Trading Portfolio Optimization
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