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

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

@inbook{33ce5bdfbd23449886aae51e5de2812b,

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",

}