Pre-commitment vs. time-consistent strategies for the generalized multi-period portfolio optimization with stochastic cash flows (Q320296): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pre-commitment vs. time-consistent strategies for the generalized multi-period portfolio optimization with stochastic cash flows |
scientific article |
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Pre-commitment vs. time-consistent strategies for the generalized multi-period portfolio optimization with stochastic cash flows (English)
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6 October 2016
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portfolio choice
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stochastic cash flows
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pre-commitment strategy
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time-consistent strategy
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exponential utility
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