ON TIME CONSISTENCY FOR MEAN-VARIANCE PORTFOLIO SELECTION (Q5148009)
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scientific article; zbMATH DE number 7303459
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ON TIME CONSISTENCY FOR MEAN-VARIANCE PORTFOLIO SELECTION |
scientific article; zbMATH DE number 7303459 |
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ON TIME CONSISTENCY FOR MEAN-VARIANCE PORTFOLIO SELECTION (English)
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29 January 2021
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time inconsistency
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dynamic programming
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Bellman's optimality principle
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precommitment approach
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consistent planning approach
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mean-variance portfolio selection
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