Publication:4980793

zbMath1299.91123MaRDI QIDQ4980793

Zhiping Chen, Gang Li

Publication date: 30 June 2014

zbMATH Keywords

time inconsistency; mean-variance; Bellman's optimality principle; policy revision; stochastic markets

Mathematics Subject Classification ID

62P05: Applications of statistics to actuarial sciences and financial mathematics

91B26: Auctions, bargaining, bidding and selling, and other market models

91G10: Portfolio theory