Anne G. Balter, Antje Mahayni, Nikolaus Schweizer. Time-consistency of optimal investment under smooth ambiguity. European Journal of Operational Research, 293(2):643-657, 2021. [doi]
@article{BalterMS21,
title = {Time-consistency of optimal investment under smooth ambiguity},
author = {Anne G. Balter and Antje Mahayni and Nikolaus Schweizer},
year = {2021},
doi = {10.1016/j.ejor.2020.12.046},
url = {https://doi.org/10.1016/j.ejor.2020.12.046},
researchr = {https://researchr.org/publication/BalterMS21},
cites = {0},
citedby = {0},
journal = {European Journal of Operational Research},
volume = {293},
number = {2},
pages = {643-657},
}