Time-consistent strategies for multi-period portfolio optimization with/without the risk-free asset
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Publication:1721408
DOI10.1155/2018/7563093zbMath1427.91265OpenAlexW2892353207WikidataQ129326556 ScholiaQ129326556MaRDI QIDQ1721408
TianTian Ren, Xianghui Liu, Helu Xiao, Zhongbao Zhou, Wen-bin Liu
Publication date: 8 February 2019
Published in: Mathematical Problems in Engineering (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1155/2018/7563093
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Cites Work
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