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Journal of Applied Mathematics
Volume 2013, Article ID 841627, 13 pages
http://dx.doi.org/10.1155/2013/841627
Research Article

Time-Consistent Strategies for a Multiperiod Mean-Variance Portfolio Selection Problem

China Institute for Actuarial Science, Central University of Finance and Economics, Beijing 100081, China

Received 1 January 2013; Accepted 28 February 2013

Academic Editor: Francis T. K. Au

Copyright © 2013 Huiling Wu. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

Citations to this Article [11 citations]

The following is the list of published articles that have cited the current article.

  • Minsuk Kwak, Traian A. Pirvu, and Huayue Zhang, “A Multiperiod Equilibrium Pricing Model,” Journal of Applied Mathematics, vol. 2014, pp. 1–14, 2014. View at Publisher · View at Google Scholar
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  • Yuanyuan Zhang, Xiang Li, and Sini Guo, “Portfolio selection problems with Markowitz’s mean–variance framework: a review of literature,” Fuzzy Optimization and Decision Making, 2017. View at Publisher · View at Google Scholar
  • Xiangyu Cui, Xun Li, Duan Li, and Yun Shi, “Time consistent behavioral portfolio policy for dynamic mean–variance formulation,” Journal of the Operational Research Society, 2017. View at Publisher · View at Google Scholar
  • Liu-Meng Peng, Xiang-Yu Cui, and Yun Shi, “Time-Consistent Portfolio Policy for Asset-Liability Mean-Variance Model with State-Dependent Risk Aversion,” Journal of the Operations Research Society of China, 2018. View at Publisher · View at Google Scholar
  • Liyuan Wang, and Zhiping Chen, “Nash Equilibrium Strategy for a DC Pension Plan with State-Dependent Risk Aversion: A Multiperiod Mean-Variance Framework,” Discrete Dynamics in Nature and Society, vol. 2018, pp. 1–17, 2018. View at Publisher · View at Google Scholar