%0 Journal Article %1 journals/siamfm/StadenDF19 %A van Staden, Pieter M. %A Dang, Duy-Minh %A Forsyth, Peter A. %D 2019 %J SIAM J. Financial Math. %K dblp %N 3 %P 815-856 %T Mean-Quadratic Variation Portfolio Optimization: A Desirable Alternative to Time-Consistent Mean-Variance Optimization? %U http://dblp.uni-trier.de/db/journals/siamfm/siamfm10.html#StadenDF19 %V 10

@article{journals/siamfm/StadenDF19, added-at = {2019-11-04T00:00:00.000+0100}, author = {van Staden, Pieter M. and Dang, Duy-Minh and Forsyth, Peter A.}, biburl = {https://puma.ub.uni-stuttgart.de/bibtex/29556cb82a2d9ddf092fdbd0889b7a750/dblp}, ee = {https://doi.org/10.1137/18M1222570}, interhash = {1b9ce5086133046b2e0cc2dacfc85f34}, intrahash = {9556cb82a2d9ddf092fdbd0889b7a750}, journal = {SIAM J. Financial Math.}, keywords = {dblp}, number = 3, pages = {815-856}, timestamp = {2019-11-26T07:53:37.000+0100}, title = {Mean-Quadratic Variation Portfolio Optimization: A Desirable Alternative to Time-Consistent Mean-Variance Optimization?}, url = {http://dblp.uni-trier.de/db/journals/siamfm/siamfm10.html#StadenDF19}, volume = 10, year = 2019 }