Time-consistent mean-variance portfolio optimization: a numerical impulse control approach
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Publication:1622505
DOI10.1016/j.insmatheco.2018.08.003zbMath1417.91558OpenAlexW2772601807MaRDI QIDQ1622505
Pieter M. Van Staden, Duy Minh Dang, Peter A. I. Forsyth
Publication date: 19 November 2018
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2018.08.003
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