Browsing by Author Penev, Spiridon

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Issue DateTitleAuthor(s)Citation
2016Multiperiod mean-standard-deviation time consistent portfolio selectionGoldys, Benjamin; Bannister, Hugh; Penev, Spiridon; Wu, Wei; Mathematics & StatisticsMultiperiod mean-standard-deviation time consistent portfolio selection, Automatica, vol.73, N/A, 2016,pp 15-26