Time inconsistency of the mean-variance optimal policy in stochastic markets and its revision (Q4980793)
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scientific article; zbMATH DE number 6311577
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| English | Time inconsistency of the mean-variance optimal policy in stochastic markets and its revision |
scientific article; zbMATH DE number 6311577 |
Statements
30 June 2014
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time inconsistency
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mean-variance
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stochastic markets
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Bellman's optimality principle
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policy revision
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0.9374825358390808
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0.8722087740898132
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0.8673510551452637
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0.8372774720191956
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0.8123234510421753
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