Time-consistent portfolio optimization (Q2028852)
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scientific article; zbMATH DE number 7354074
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Time-consistent portfolio optimization |
scientific article; zbMATH DE number 7354074 |
Statements
Time-consistent portfolio optimization (English)
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3 June 2021
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heterogeneous quasi-hyperbolic preferences
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life insurance
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time-consistency
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0.86382657289505
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0.820837676525116
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0.8107965588569641
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0.8106075525283813
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0.8030611872673035
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