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

Marcus Christiansen

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

Original language	English
Title of host publication	Springer Proceedings in Mathematics & Statistics
Subtitle of host publication	Innovations in Quantitative Risk Management
Publisher	Springer
Pages	225-238
Volume	99
DOIs	https://doi.org/10.1007/978-3-319-09114-3_13
Publication status	Published - 2015

Access to Document

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title = "A variational approach for mean-variance-optimal deterministic consumption and investment",

author = "Marcus Christiansen",

year = "2015",

doi = "10.1007/978-3-319-09114-3_13",

language = "English",

volume = "99",

pages = "225--238",

booktitle = "Springer Proceedings in Mathematics & Statistics",

publisher = "Springer",

}