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A paradox in time-consistency in the mean–variance problem?

Crossref DOI link: https://doi.org/10.1007/s00780-018-00381-0

Published Online: 2018-12-19

Published Print: 2019-01

Update policy: https://doi.org/10.1007/springer_crossmark_policy

Authors

Bensoussan, Alain

Wong, Kwok Chuen

Yam, Sheung Chi Phillip
License Information

Text and Data Mining valid from 2018-12-19
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Article History

Received: 7 October 2015

Accepted: 14 September 2018

First Online: 19 December 2018