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isPartOf:"Journal of money, credit and banking : JMCB"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~person:"Cui, Xiangyu"
~person:"Kehoe, Patrick J."
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Cui, Xiangyu
Kehoe, Patrick J.
Li, Duan
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Journal of money, credit and banking : JMCB
Mathematical finance : an international journal of mathematics, statistics and financial theory
Staff report / Research Department, Federal Reserve Bank of Minneapolis
7
NBER Working Paper
3
Working paper / National Bureau of Economic Research, Inc.
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Journal of economic dynamics & control
2
NBER working paper series
2
Working paper
2
European journal of operational research : EJOR
1
Federal Reserve Board of Governors International Finance Discussion Papers
1
International finance discussion papers
1
Journal of the Operational Research Society
1
Journal of the Operational Research Society : OR
1
Staff report
1
Swiss National Bank - Fed Cleveland Workshop on Monetary Economics : wissenschaftliche Tagungen ; die Schweizerische Nationalbank hat am 2. und 3. Juli 2002 in Zürich gemeinsam mit der Federal Reserve Bank of Cleveland eine Konferenz über monetäre Ökonomie durchgeführt
1
The American economic review
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Mean-variance policy for discrete-time cone-constrained markets : time consistency in efficiency and the minimum-variance signed supermartingale measure
Cui, Xiangyu
;
Li, Duan
;
Li, Xun
- In:
Mathematical finance : an international journal of …
27
(
2017
)
2
,
pp. 471-504
Persistent link: https://www.econbiz.de/10011752513
Saved in:
2
Better than dynamic mean-variance : time inconsistency and free cash flow stream
Cui, Xiangyu
;
Li, Duan
;
Wang, Shouyang
;
Zhu, Shushang
- In:
Mathematical finance : an international journal of …
22
(
2012
)
2
,
pp. 346-378
Persistent link: https://www.econbiz.de/10009613192
Saved in:
3
Time inconsistency and free-riding in a monetary union
Chari, Varadarajan V.
;
Kehoe, Patrick J.
- In:
Journal of money, credit and banking : JMCB
40
(
2008
)
7
,
pp. 1329-1355
Persistent link: https://www.econbiz.de/10003761412
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