Multiperiod Mean Conditional Value at Risk Asset Allocation: Is It Advantageous to Be Time Consistent? (Q5112727)
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scientific article; zbMATH DE number 7209458
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multiperiod Mean Conditional Value at Risk Asset Allocation: Is It Advantageous to Be Time Consistent? |
scientific article; zbMATH DE number 7209458 |
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Multiperiod Mean Conditional Value at Risk Asset Allocation: Is It Advantageous to Be Time Consistent? (English)
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8 June 2020
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multi-period mean CVaR
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time consistent
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precommitment
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asset allocation
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