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"Time consistent behavioral portfolio policy for dynamic mean-variance ..."

Xiangyu Cui et al. (2017)

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DOI: 10.1057/S41274-017-0179-6

access: closed

type: Journal Article

metadata version: 2020-06-08

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Xiangyu Cui, Xun Li, Duan Li, Yun Shi:
Time consistent behavioral portfolio policy for dynamic mean-variance formulation. J. Oper. Res. Soc. 68(12): 1647-1660 (2017)

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