On pre-commitment aspects of a time-consistent strategy for a mean-variance investor
From MaRDI portal
Publication:1656373
DOI10.1016/j.jedc.2016.07.010zbMath1401.91512MaRDI QIDQ1656373
Publication date: 10 August 2018
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: https://ir.cwi.nl/pub/24773
91G10: Portfolio theory