✦ LIBER ✦

Time-Consistent Portfolio Management

✍ Scribed by Ekeland, Ivar; Mbodji, Oumar; Pirvu, Traian A.

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Mixed time scale strategy in portfolio m

✍ Wenjin Chen; K.Y. Szeto 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 787 KB

Managing a value-preserving portfolio ov

✍ Thomas Wiesemann 📂 Article 📅 1996 🏛 Elsevier Science 🌐 English ⚖ 765 KB

Consistent risk measures for portfolio v

✍ Christian Burgert; Ludger Rüschendorf 📂 Article 📅 2006 🏛 Elsevier Science 🌐 English ⚖ 163 KB

Management compensation and market timin

✍ Agarwal, Vikas; Gómez, Juan-Pedro; Priestley, Richard 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 407 KB

Applying multivariate time series foreca

✍ Momtchil Pojarliev; Wolfgang Polasek 📂 Article 📅 2001 🏛 Springer US 🌐 English ⚖ 132 KB

Corporate portfolio management

✍ Jean-Charles Rochet; Stéphane Villeneuve 📂 Article 📅 2005 🏛 Springer 🌐 English ⚖ 202 KB