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

Marcus Christiansen

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

2 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

Christiansen, M. (2015). A variational approach for mean-variance-optimal deterministic consumption and investment. In Springer Proceedings in Mathematics & Statistics: Innovations in Quantitative Risk Management (Vol. 99, pp. 225-238). Springer. https://doi.org/10.1007/978-3-319-09114-3_13