Ivar Ekeland, Oumar Mbodji, Traian A. Pirvu. Time-Consistent Portfolio Management. SIAM J. Financial Math., 3(1):1-32, 2012. [doi]
@article{EkelandMP12,
title = {Time-Consistent Portfolio Management},
author = {Ivar Ekeland and Oumar Mbodji and Traian A. Pirvu},
year = {2012},
doi = {10.1137/100810034},
url = {http://dx.doi.org/10.1137/100810034},
researchr = {https://researchr.org/publication/EkelandMP12},
cites = {0},
citedby = {0},
journal = {SIAM J. Financial Math.},
volume = {3},
number = {1},
pages = {1-32},
}