Hybrid strategy in multiperiod mean-variance framework (Q2688929)
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scientific article; zbMATH DE number 7659745
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Hybrid strategy in multiperiod mean-variance framework |
scientific article; zbMATH DE number 7659745 |
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Hybrid strategy in multiperiod mean-variance framework (English)
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6 March 2023
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time inconsistency
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multiperiod mean-variance model
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planner-middleman-doer game
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limited ability of conducting self-control
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0.7762221097946167
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0.7674169540405273
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0.7554792165756226
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0.7530456185340881
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0.7473922967910767
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