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Dynamic portfolio choice without cash - MaRDI portal

Dynamic portfolio choice without cash (Q5234295)

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scientific article; zbMATH DE number 7110418
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English
Dynamic portfolio choice without cash
scientific article; zbMATH DE number 7110418

    Statements

    title
    Dynamic portfolio choice without cash (English)
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    author
    Chi Kin Lam
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    Guosheng Yin
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    Yu-hong Xu
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    publication date
    26 September 2019
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    zbMATH Keywords
    dynamic asset allocation
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    equilibrium control
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    mean-variance portfolio selection
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    time inconsistency
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    Identifiers

    zbMATH DE Number
    7110418
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    OpenAlex ID
    W2806089226
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    Wikidata QID
    Q129710551
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