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Journal of Economic Dynamics and Control
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Collection
ISSN: 0165-1889
Published by Elsevier
Strategic behavior and noncooperative hierarchical control
Article
Journal of Economic Dynamics and Control, 23(4), 641-669.
A.J.T.M. Weeren
,
J.M. Schumacher (Hans)
and
J.C. Engwerda
February 1999
Multi-period mean–variance portfolio optimization based on Monte-Carlo simulation
Article
Journal of Economic Dynamics and Control, 23-38.
F. Cong (Fei)
and
C.W. Oosterlee (Kees)
January 2016
On pre-commitment aspects of a time-consistent strategy for a mean-variance investor
Article
Journal of Economic Dynamics and Control, 178-193.
F. Cong (Fei)
and
C.W. Oosterlee (Kees)
September 2016
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