Time consistent policy of multi-period mean-variance (Q2515277)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Time consistent policy of multi-period mean-variance |
scientific article |
Statements
Time consistent policy of multi-period mean-variance (English)
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31 July 2015
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time inconsistency
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mean-variance
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Markovian markets
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Bellman's optimality principle
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policy revision
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