The Mathematical Institute, University of Oxford, Eprints Archive

Time-Inconsistency: Performance of the Local Mean-Variance
Optimal Portfolio

Han, Wang (2009) Time-Inconsistency: Performance of the Local Mean-Variance
Optimal Portfolio.
Masters thesis, Mathematical Institute.

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Item Type:Thesis (Masters)
Subjects:H - N > Mathematics education
Research Groups:Mathematical and Computational Finance Group
ID Code:788
Deposited By:Laura Auger
Deposited On:23 Jul 2009 08:26
Last Modified:03 Aug 2009 10:29

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