Time consistent vs. time inconsistent dynamic asset allocation: some utility cost calculations for mean variance preferences (Q1994239)
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scientific article; zbMATH DE number 6970191
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| English | Time consistent vs. time inconsistent dynamic asset allocation: some utility cost calculations for mean variance preferences |
scientific article; zbMATH DE number 6970191 |
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Time consistent vs. time inconsistent dynamic asset allocation: some utility cost calculations for mean variance preferences (English)
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1 November 2018
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mean-variance preferences
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dynamic asset allocation
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intertemporal hedging
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predictability
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value and growth investment
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0.8366263508796692
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0.8356455564498901
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0.835598886013031
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0.828562319278717
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