Optimal Decision-Making with Time Diversification

DOI10.1023/A:1015063315409MaRDI QIDQ4547081zbMATH OpenOpenAlexFDO

Authors Paolo Vanini, Luigi Vignola

Publication date 21 August 2002

Published in Review of Finance (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/a:1015063315409

zbMATH Keywords

cross-sectional riskintertemporal risk-smoothingrisk-sharingtime diversification and incomplete financial markets

Mathematics Subject Classification ID

Noncooperative games (91A10) General equilibrium theory (91B50)

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Cited in

(1)

• Principles and Practice of Constraint Programming – CP 2004

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