Publication:4980793
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zbMath1299.91123MaRDI QIDQ4980793
Publication date: 30 June 2014
time inconsistency; mean-variance; Bellman's optimality principle; policy revision; stochastic markets
62P05: Applications of statistics to actuarial sciences and financial mathematics
91B26: Auctions, bargaining, bidding and selling, and other market models
91G10: Portfolio theory