Time consistent behavioral portfolio policy for dynamic mean–variance formulation
Crossref DOI link: https://doi.org/10.1057/s41274-017-0179-6
Published Online: 2018-02-15
Published Print: 2017-12
Update policy: https://doi.org/10.1080/tandf_crossmark_01
Cui, Xiangyu
Li, Xun
Li, Duan
Shi, Yun
License valid from 2017-12-01
Peer Review Statement: The publishing and review policy for this title is described in its Aims & Scope.
Aim & Scope: http://www.tandfonline.com/action/journalInformation?show=aimsScope&journalCode=tjor20