Time consistent vs. time inconsistent dynamic asset allocation: some utility cost calculations for mean variance preferences
From MaRDI portal
Publication:1994239
DOI10.1016/j.jedc.2013.01.007zbMath1402.91716OpenAlexW3123480306MaRDI QIDQ1994239
Publication date: 1 November 2018
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jedc.2013.01.007
predictabilitydynamic asset allocationmean-variance preferencesintertemporal hedgingvalue and growth investment
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