BETTER THAN DYNAMIC MEAN‐VARIANCE: TIME INCONSISTENCY AND FREE CASH FLOW STREAM
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Publication:4906533
DOI10.1111/j.1467-9965.2010.00461.xzbMath1278.91131WikidataQ57445447 ScholiaQ57445447MaRDI QIDQ4906533
Xiangyu Cui, Li, Duan, Shou-Yang Wang, Shu-Shang Zhu
Publication date: 28 February 2013
Published in: Mathematical Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9965.2010.00461.x
91G10: Portfolio theory
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