On multi-period time-consistent mean variance portfolio optimization with constraints. Kees Oosterlee, Fei Cong CWI Amsterdam, Delft University of Technology, the Netherlands ICCF 2017, Lisbon Portugal, September 5th 20

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Date: 2017-09-19 04:23:14		On multi-period time-consistent mean variance portfolio optimization with constraints. Kees Oosterlee, Fei Cong CWI Amsterdam, Delft University of Technology, the Netherlands ICCF 2017, Lisbon Portugal, September 5th 20 Add to Reading List Source URL: cemapre.iseg.ulisboa.pt Download Document from Source Website File Size: 329,04 KB Share Document on Facebook