Time consistent policy of multi-period mean-variance (Q2515277)
From MaRDI portal
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)
0 references
31 July 2015
0 references
time inconsistency
0 references
mean-variance
0 references
Markovian markets
0 references
Bellman's optimality principle
0 references
policy revision
0 references
0 references
0 references
0 references
0 references
