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Time-consistent portfolio selection with monotone mean-variance preferences

Fuente: arXiv

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Dettagli Bibliografici
Autori principali:	Wang, Yike, Chen, Yusha, Liu, Jingzhen
Natura:	Preprint
Pubblicazione:	2025
Soggetti:	Optimization and Control Portfolio Management Primary: 91G10, 49N10, Secondary: 91B05, 49N90
Accesso online:	Acceder al recurso
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