Time-consistent portfolio selection with monotone mean-variance preferences

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Wang, Yike, Chen, Yusha, Liu, Jingzhen
Format:	Preprint
Published:	2025
Subjects:	Optimization and Control Portfolio Management Primary: 91G10, 49N10, Secondary: 91B05, 49N90
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Internet

https://arxiv.org/abs/2502.11052