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	Time-consistent investment policies in Markovian markets: A case of mean-variance analysis
	Chen, Zhiping; Li, Gang; Zhao, Yonggan
刊名	JOURNAL OF ECONOMIC DYNAMICS & CONTROL
	2014
卷号	40期号:[db:dc_citation_issue]页码:293-316
关键词	Optimal investment policy Lagrange multiplier method Markovian markets Dynamic time consistency Mean-variance analysis
ISSN号	0165-1889
DOI	[db:dc_identifier_doi]
URL标识	查看原文
WOS记录号	[DB:DC_IDENTIFIER_WOSID]
内容类型	期刊论文
URI标识	http://www.corc.org.cn/handle/1471x/3296013
专题	西安交通大学
推荐引用方式 GB/T 7714	Chen, Zhiping,Li, Gang,Zhao, Yonggan. Time-consistent investment policies in Markovian markets: A case of mean-variance analysis[J]. JOURNAL OF ECONOMIC DYNAMICS & CONTROL,2014,40([db:dc_citation_issue]):293-316.
APA	Chen, Zhiping,Li, Gang,&Zhao, Yonggan.(2014).Time-consistent investment policies in Markovian markets: A case of mean-variance analysis.JOURNAL OF ECONOMIC DYNAMICS & CONTROL,40([db:dc_citation_issue]),293-316.
MLA	Chen, Zhiping,et al."Time-consistent investment policies in Markovian markets: A case of mean-variance analysis".JOURNAL OF ECONOMIC DYNAMICS & CONTROL 40.[db:dc_citation_issue](2014):293-316.

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