Time consistent vs. time inconsistent dynamic asset allocation: Some utility cost calculations for mean variance preferences
Work
Year: 2013
Type: article
Author Abraham Lioui
Institution Ecole des Hautes Etudes Commerciales du Nord
Cites: 47
Cited by: 25
Related to: 10
FWCI: 1.976
Citation percentile (by year/subfield): 97.31
Subfield: Finance
Domain: Social Sciences
Sustainable Development Goal Partnerships for the goals
Open Access status: closed