Xiangyu Cui, Xun Li 0002, Duan Li 0002, Yun Shi. Time consistent behavioral portfolio policy for dynamic mean-variance formulation. JORS, 68(12):1647-1660, 2017. [doi]
@article{CuiLLS17, title = {Time consistent behavioral portfolio policy for dynamic mean-variance formulation}, author = {Xiangyu Cui and Xun Li 0002 and Duan Li 0002 and Yun Shi}, year = {2017}, doi = {10.1057/s41274-017-0179-6}, url = {https://doi.org/10.1057/s41274-017-0179-6}, researchr = {https://researchr.org/publication/CuiLLS17}, cites = {0}, citedby = {0}, journal = {JORS}, volume = {68}, number = {12}, pages = {1647-1660}, }