ON ROBUST MULTI-PERIOD PRE-COMMITMENT AND TIME-CONSISTENT MEAN-VARIANCE PORTFOLIO OPTIMIZATION.

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Bibliographic Details
Title:	ON ROBUST MULTI-PERIOD PRE-COMMITMENT AND TIME-CONSISTENT MEAN-VARIANCE PORTFOLIO OPTIMIZATION.
Authors:	CONG, F.¹, OOSTERLEE, C. W.^1,2
Source:	International Journal of Theoretical & Applied Finance. Nov2017, Vol. 20 Issue 7, p-1. 26p. 3 Charts, 5 Graphs.
Database:	Mathematics Source

Description
ISSN:	02190249
DOI:	10.1142/S0219024917500492