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Time consistent policy of multi-period mean-variance - MaRDI portal

Time consistent policy of multi-period mean-variance (Q2515277)

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Time consistent policy of multi-period mean-variance
scientific article

    Statements

    title
    Time consistent policy of multi-period mean-variance (English)
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    author
    Zhiping Chen
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    Jia Liu
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    Gang Li
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    publication date
    31 July 2015
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    zbMATH Keywords
    time inconsistency
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    mean-variance
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    Markovian markets
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    Bellman's optimality principle
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    policy revision
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    cites work

    Identifiers

    Mathematics Subject Classification ID
    91G10
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    49N10
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    93E20
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    zbMATH DE Number
    6468483
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    OpenAlex ID
    W2073107309
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