Time-consistent mean-variance portfolio optimization: a numerical impulse control approach (Q1622505)

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Time-consistent mean-variance portfolio optimization: a numerical impulse control approach
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    Time-consistent mean-variance portfolio optimization: a numerical impulse control approach (English)
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    19 November 2018
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    asset allocation
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    constrained optimal control
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    time-consistent
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    pre-commitment
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    impulse control
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