Time-Inconsistency: Performance of the Local Mean-Variance Optimal Portfolio

مواد مشابهة

• Continuous Time Mean-Variance Portfolio Selection Problem
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  منشور في: (2008)
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• Behavioral mean-variance portfolio selection
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• Continuous-time mean-variance portfolio selection with bankruptcy prohibition
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  منشور في: (2005)
• Time-consistent mean-variance portfolio selection with only risky assets
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  منشور في: (2018)