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On multi-period time-consistent mean variance portfolio optimization with constraints. Kees Oosterlee, Fei Cong CWI Amsterdam, Delft University of Technology, the Netherlands ICCF 2017, Lisbon Portugal, September 5th 20
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Document Date: 2017-09-19 04:23:14
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On multi-period time-consistent mean variance portfolio optimization with constraints. Kees Oosterlee, Fei Cong CWI Amsterdam, Delft University of Technology, the Netherlands ICCF 2017, Lisbon Portugal, September 5th 20