"Time consistent in efficiency dynamic mean-variance policy."

Yun Shi, Duan Li, Xiangyu Cui (2023)

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DOI: 10.1080/01605682.2022.2032428

access: closed

type: Journal Article

metadata version: 2023-05-01

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Yun Shi, Duan Li, Xiangyu Cui:
Time consistent in efficiency dynamic mean-variance policy. J. Oper. Res. Soc. 74(1): 195-208 (2023)

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