Multiperiod mean-standard-deviation time consistent portfolio selection (Q2409276)
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scientific article; zbMATH DE number 6789602
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Multiperiod mean-standard-deviation time consistent portfolio selection |
scientific article; zbMATH DE number 6789602 |
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Multiperiod mean-standard-deviation time consistent portfolio selection (English)
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11 October 2017
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discrete time
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dynamic programming
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time consistency
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mean-standard-deviation
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non-self-financing
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0.9559436
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0.9416125
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0.9387826
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0.93102926
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0.9292973
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0.92750895
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0.9263468
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0.9205947
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