BETTER THAN DYNAMIC MEAN‐VARIANCE: TIME INCONSISTENCY AND FREE CASH FLOW STREAM

DOI10.1111/j.1467-9965.2010.00461.xzbMath1278.91131OpenAlexW1946848043WikidataQ57445447 ScholiaQ57445447MaRDI QIDQ4906533

Xiangyu Cui, Li, Duan, Shou-Yang Wang, Shu-Shang Zhu

Publication date: 28 February 2013

Published in: Mathematical Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9965.2010.00461.x

zbMATH Keywords

portfolio selectiontime consistencyfree cash flow streammean-variance policy

Mathematics Subject Classification ID

Portfolio theory (91G10)

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