Yun Shi, Duan Li 0002, Xiangyu Cui. Time consistent in efficiency dynamic mean-variance policy. JORS, 74(1):195-208, January 2023. [doi]
@article{ShiLC23-0,
title = {Time consistent in efficiency dynamic mean-variance policy},
author = {Yun Shi and Duan Li 0002 and Xiangyu Cui},
year = {2023},
month = {January},
doi = {10.1080/01605682.2022.2032428},
url = {https://doi.org/10.1080/01605682.2022.2032428},
researchr = {https://researchr.org/publication/ShiLC23-0},
cites = {0},
citedby = {0},
journal = {JORS},
volume = {74},
number = {1},
pages = {195-208},
}