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"Time-Consistent Portfolio Management."

Ivar Ekeland, Oumar Mbodji, Traian A. Pirvu (2012)

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DOI: 10.1137/100810034

access: closed

type: Journal Article

metadata version: 2018-11-02

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  - https://dblp.org/rec/journals/siamfm/EkelandMP12
Ivar Ekeland, Oumar Mbodji, Traian A. Pirvu:
Time-Consistent Portfolio Management. SIAM J. Financial Math. 3(1): 1-32 (2012)

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