A variational approach for mean-variance-optimal deterministic consumption and investment

Marcus Christiansen

Research output: Chapter in Book/Report/Conference proceedingChapter (peer-reviewed)peer-review

3 Citations (Scopus)
Original languageEnglish
Title of host publicationSpringer Proceedings in Mathematics & Statistics
Subtitle of host publicationInnovations in Quantitative Risk Management
PublisherSpringer
Pages225-238
Volume99
DOIs
Publication statusPublished - 2015

Cite this