Time-consistent mean–variance portfolio optimization: A numerical impulse control approach

标题
Time-consistent mean–variance portfolio optimization: A numerical impulse control approach
作者
关键词
-
出版物
INSURANCE MATHEMATICS & ECONOMICS
Volume 83, Issue -, Pages 9-28
出版商
Elsevier BV
发表日期
2018-09-12
DOI
10.1016/j.insmatheco.2018.08.003

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