Multiperiod mean-standard-deviation time consistent portfolio selection

Hugh Bannister, Beniamin Goldys, Spiridon Penev, Wei Wu

Research output: Contribution to journalArticlepeer-review

7 Citations (Scopus)

Fingerprint

Dive into the research topics of 'Multiperiod mean-standard-deviation time consistent portfolio selection'. Together they form a unique fingerprint.

Engineering & Materials Science