Pre-commitment vs. time-consistent strategies for the generalized multi-period portfolio optimization with stochastic cash flows (Q320296)
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scientific article; zbMATH DE number 6633929
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| English | Pre-commitment vs. time-consistent strategies for the generalized multi-period portfolio optimization with stochastic cash flows |
scientific article; zbMATH DE number 6633929 |
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Pre-commitment vs. time-consistent strategies for the generalized multi-period portfolio optimization with stochastic cash flows (English)
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6 October 2016
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portfolio choice
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stochastic cash flows
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pre-commitment strategy
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time-consistent strategy
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exponential utility
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