Time consistent vs. time inconsistent dynamic asset allocation: some utility cost calculations for mean variance preferences (Q1994239)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Time consistent vs. time inconsistent dynamic asset allocation: some utility cost calculations for mean variance preferences |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Time consistent vs. time inconsistent dynamic asset allocation: some utility cost calculations for mean variance preferences |
scientific article |
Statements
Time consistent vs. time inconsistent dynamic asset allocation: some utility cost calculations for mean variance preferences (English)
0 references
1 November 2018
0 references
mean-variance preferences
0 references
dynamic asset allocation
0 references
intertemporal hedging
0 references
predictability
0 references
value and growth investment
0 references
