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      Time-consistent mean-variance portfolio selection in discrete and continuous time

      Finance and Stochastics
      Springer Nature

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          PORTFOLIO SELECTION*

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            Myopia and Inconsistency in Dynamic Utility Maximization

            R. Strotz (1955)
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              Limit Theorems for Stochastic Processes

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                Author and article information

                Journal
                Finance and Stochastics
                Finance Stoch
                Springer Nature
                0949-2984
                1432-1122
                April 2013
                July 3 2012
                : 17
                : 2
                : 227-271
                Article
                10.1007/s00780-012-0189-9
                ec94dfe2-b235-4b22-9104-17839fac88b7
                © 2012
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