Singular dividend optimization for a linear diffusion model with time-inconsistent preferences
Year of publication: |
2020
|
---|---|
Authors: | Zhu, Jinxia ; Siu, Tak Kuen ; Yang, Hailiang |
Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 285.2020, 1 (16.8.), p. 66-80
|
Subject: | (I) Control | Dividends | Hyperbolic discounting | Non-exponential discounting | Ruin theory | Dividende | Dividend | Theorie | Theory | Diskontierung | Discounting | Intertemporale Entscheidung | Intertemporal choice | Zeitkonsistenz | Time consistency | Risiko | Risk |
-
Optimal equilibrium barrier strategies for time-inconsistent dividend problems in discrete time
Zhou, Zhou, (2020)
-
The relation between behavior under risk and over time
Chakraborty, Anujit, (2019)
-
Optimal dividend strategies with time-inconsistent preferences
Chen, Shumin, (2014)
- More ...
-
Optimal payout strategies when Bruno de Finetti meets model uncertainty
Feng, Yang, (2024)
-
Optimal risk exposure and dividend payout policies under model uncertainty
Feng, Yang, (2021)
-
Feng, Yang, (2025)
- More ...