Robust time-consistent mean–variance portfolio selection problem with multivariate stochastic volatility
Crossref DOI link: https://doi.org/10.1007/s11579-020-00271-0
Published Online: 2020-06-08
Published Print: 2020-09
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Yan, Tingjin http://orcid.org/0000-0002-3621-9042
Han, Bingyan
Pun, Chi Seng
Wong, Hoi Ying
Funding for this research was provided by:
Ministry of Education, Singapore (MOE2017-T2-1-044)
Text and Data Mining valid from 2020-06-08
Version of Record valid from 2020-06-08
Article History
Received: 13 September 2019
Accepted: 15 May 2020
First Online: 8 June 2020