JavaScript is disabled for your browser. Some features of this site may not work without it.
UWSpace will be migrating to a new version of its software from July 29th to August 1st. UWSpace will be offline for all UW community members during this time.
Browsing Computer Science by Author "Van Staden, Pieter M."
Van Staden, Pieter M.; Dang, Duy-Minh; Forsyth, Peter A.(Elsevier, 2018-11-01)
We investigate the time-consistent mean–variance (MV) portfolio optimization problem, popular in investment–reinsurance and investment-only applications, under a realistic context that involves the simultaneous application ...