Time-Consistent Portfolio Management (Q4902203)

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scientific article; zbMATH DE number 6130635
Language Label Description Also known as
English
Time-Consistent Portfolio Management
scientific article; zbMATH DE number 6130635

    Statements

    title
    Time-Consistent Portfolio Management (English)
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    author
    Ivar Ekeland
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    Oumar Mbodji
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    Traian A. Pirvu
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    publication date
    25 January 2013
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    zbMATH Keywords
    portfolio optimization
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    pensioner's problem
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    policies
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    hyperbolic discounting
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    Identifiers

    DOI
    10.1137/100810034
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    Mathematics Subject Classification ID
    91G10
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    60G35
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    60H20
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    91B16
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    91B70
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    zbMATH DE Number
    6130635
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    OpenAlex ID
    W1504052917
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    arXiv ID
    1008.3407
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