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Naïve Markowitz policies - MaRDI portal

Naïve Markowitz policies (Q6641083)

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scientific article; zbMATH DE number 7947060
Language Label Description Also known as
English
Naïve Markowitz policies
scientific article; zbMATH DE number 7947060

    Statements

    title
    Naïve Markowitz policies (English)
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    author
    Lin Chen
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    Xun Yu Zhou
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    publication date
    20 November 2024
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    zbMATH Keywords
    consistent planner
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    continuous time
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    equilibrium policies
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    mean-variance model
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    naïve agent
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    pre-committed agent
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    time inconsistency
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    Identifiers

    DOI
    10.1111/mafi.12431
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    zbMATH DE Number
    7947060
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