Better than dynamic mean-variance: time inconsistency and free cash flow stream (Q4906533)
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scientific article; zbMATH DE number 6139587
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| English | Better than dynamic mean-variance: time inconsistency and free cash flow stream |
scientific article; zbMATH DE number 6139587 |
Statements
BETTER THAN DYNAMIC MEAN‐VARIANCE: TIME INCONSISTENCY AND FREE CASH FLOW STREAM (English)
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28 February 2013
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portfolio selection
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mean-variance policy
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time consistency
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free cash flow stream
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0.8372774720191956
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0.8317540884017944
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0.8218480944633484
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0.812487781047821
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0.7902007699012756
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