Time-Inconsistent Mean-Utility Portfolio Selection with Moving Target
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References listed on IDEAS
- Ying Hu & Hanqing Jin & Xun Yu Zhou, 2012. "Time-Inconsistent Stochastic Linear--Quadratic Control," Post-Print hal-00691816, HAL.
- Marie-Amélie Morlais, 2009. "Quadratic BSDEs driven by a continuous martingale and applications to the utility maximization problem," Finance and Stochastics, Springer, vol. 13(1), pages 121-150, January.
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NEP fields
This paper has been announced in the following NEP Reports:- NEP-NEU-2014-03-08 (Neuroeconomics)
- NEP-UPT-2014-03-08 (Utility Models and Prospect Theory)
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