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

Limit Theorems for Stochastic Processes.

Ditlev Monrad, Jean Jacod, Albert N. Shiryaev · Journal of the American Statistical Association · 1988 · 4.2K citations

Engineering, Mathematics, Financial Economics +16

Myopia and Inconsistency in Dynamic Utility Maximization

Robert H. Strotz · The Review of Economic Studies · 1955 · 2.9K citations

Social Sciences, Economics, Decision Theory +16

Optimal Dynamic Portfolio Selection: Multiperiod Mean‐Variance Formulation

Duan Li, Wan‐Lung Ng · Mathematical Finance · 2000 · 1K citations

Business, Finance, Financial Management +17

Regression and the Moore-Penrose Pseudoinverse.

C. G. Troskie, Arthur Albert · Journal of the American Statistical Association · 1975 · 632 citations

Natural Sciences, Computer Science, Mathematics +7

Mathematics for science and engineering

William C. Yager · Journal of the Franklin Institute · 1958 · 578 citations

Natural Sciences, Mathematics, Applied Mathematics +4