Time-Consistent Strategies for a Multiperiod Mean-Variance Portfolio Selection Problem
Work
Year: 2013
Type: article
Abstract: It remained prevalent in the past years to obtain the precommitment strategies for Markowitz's mean-variance portfolio optimization problems, but not much is known about their time-consistent strategi... more
Source: Journal of Applied Mathematics
Author Huiling Wu
Institution Central University of Finance and Economics
Cites: 12
Cited by: 25
Related to: 10
FWCI: 2.963
Citation percentile (by year/subfield): 92.45
Subfield: Finance
Domain: Social Sciences
Sustainable Development Goal Decent work and economic growth
Open Access status: gold
APC paid (est): $1,025
Funders National Natural Science Foundation of China, National Natural Science Foundation of China, National Natural Science Foundation of China, National Natural Science Foundation of China
Grant IDS 71201173, 71271223, 12YJCZH219, 11JJD790004