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ON TIME CONSISTENCY FOR MEAN-VARIANCE PORTFOLIO SELECTION - MaRDI portal

ON TIME CONSISTENCY FOR MEAN-VARIANCE PORTFOLIO SELECTION (Q5148009)

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scientific article; zbMATH DE number 7303459
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English
ON TIME CONSISTENCY FOR MEAN-VARIANCE PORTFOLIO SELECTION
scientific article; zbMATH DE number 7303459

    Statements

    title
    ON TIME CONSISTENCY FOR MEAN-VARIANCE PORTFOLIO SELECTION (English)
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    author
    Elena Vigna
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    publication date
    29 January 2021
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    zbMATH Keywords
    time inconsistency
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    dynamic programming
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    Bellman's optimality principle
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    precommitment approach
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    consistent planning approach
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    mean-variance portfolio selection
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    cites work

    Identifiers

    zbMATH DE Number
    7303459
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    OpenAlex ID
    W3083537523
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