Time-consistent mean–variance portfolio optimization: A numerical impulse control approach
Van Staden, Pieter, Dang, Duy-Minh, Forsyth, Peter A.Language:
english
Journal:
Insurance: Mathematics and Economics
DOI:
10.1016/j.insmatheco.2018.08.003
Date:
September, 2018
File:
PDF, 904 KB
english, 2018