The self-coordination mean-variance strategy in continuous time (Q6181249): Difference between revisions

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+Coherent multiperiod risk adjusted values and Bellman's principle
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+MEAN–VARIANCE PORTFOLIO OPTIMIZATION WITH STATE‐DEPENDENT RISK AVERSION
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+Time consistent dynamic risk measures
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+BETTER THAN DYNAMIC MEAN‐VARIANCE: TIME INCONSISTENCY AND FREE CASH FLOW STREAM
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+Unified Framework of Mean-Field Formulations for Optimal Multi-Period Mean-Variance Portfolio Selection
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+Self-coordination in time inconsistent stochastic decision problems: a planner-doer game framework
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+Better than pre-commitment mean-variance portfolio allocation strategies: a semi-self-financing Hamilton-Jacobi-Bellman equation approach
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+Timing and Self-Control
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+Temptation and Self-Control
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+Continuous time mean variance asset allocation: a time-consistent strategy
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+Continuous-time mean-variance portfolio selection: a stochastic LQ framework
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