Time-consistent portfolio management

SIAM Journal on Financial Mathematics

Volumn 3, Issue 1, 2012, Pages 1-32

  Ekeland, Ivar ^a   Mbodji, Oumar ^b   Pirvu, Traian A ^b  

^a UNIVERSITÉ PARIS DAUPHINE   (France)

^b MCMASTER UNIVERSITY   (Canada)

Author keywords

Hyperbolic discounting; Pensioner's problem; Policies; Portfolio optimization

Indexed keywords

EID: 84865278665     PISSN: None     EISSN: 1945497X     Source Type: Journal    
DOI: 10.1137/100810034     Document Type: Article

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