Better than dynamic mean-variance: time inconsistency and free cash flow stream
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Cites work
- scientific article; zbMATH DE number 3547008 (Why is no real title available?)
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Cited in
(72)- Survey on multi-period mean-variance portfolio selection model
- Time-consistent multiperiod mean semivariance portfolio selection with the real constraints
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- Time-consistent asset allocation for risk measures in a Lévy market
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- Robust asset allocation for long-term target-based investing
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