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	TIME CONSISTENT POLICY OF MULTI-PERIOD MEAN-VARIANCE PROBLEM IN STOCHASTIC MARKETS
	Chen, Zhiping; Liu, Jia; Li, Gang
刊名	JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION
	2016
卷号	12期号:[db:dc_citation_issue]页码:229-249
关键词	mean-variance policy revision Markovian markets Time inconsistency Bellman's optimality principle
ISSN号	1547-5816
DOI	[db:dc_identifier_doi]
URL标识	查看原文
WOS记录号	[DB:DC_IDENTIFIER_WOSID]
内容类型	期刊论文
URI标识	http://www.corc.org.cn/handle/1471x/3225150
专题	西安交通大学
推荐引用方式 GB/T 7714	Chen, Zhiping,Liu, Jia,Li, Gang. TIME CONSISTENT POLICY OF MULTI-PERIOD MEAN-VARIANCE PROBLEM IN STOCHASTIC MARKETS[J]. JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION,2016,12([db:dc_citation_issue]):229-249.
APA	Chen, Zhiping,Liu, Jia,&Li, Gang.(2016).TIME CONSISTENT POLICY OF MULTI-PERIOD MEAN-VARIANCE PROBLEM IN STOCHASTIC MARKETS.JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION,12([db:dc_citation_issue]),229-249.
MLA	Chen, Zhiping,et al."TIME CONSISTENT POLICY OF MULTI-PERIOD MEAN-VARIANCE PROBLEM IN STOCHASTIC MARKETS".JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION 12.[db:dc_citation_issue](2016):229-249.

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