//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
isPartOf:"Journal of money, credit and banking : JMCB"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~person:"Cui, Xiangyu"
~person:"Xu, Yuhong"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Zeitinkonsistenz"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Portfolio selection
3
Portfolio-Management
3
Theorie
3
Theory
3
Time consistency
3
Zeitkonsistenz
3
Analysis
1
Anlageverhalten
1
Behavioural finance
1
Cash Flow
1
Cash flow
1
Decision under risk
1
Entscheidung unter Risiko
1
Mathematical analysis
1
Measurement
1
Messung
1
Risiko
1
Risikomanagement
1
Risikomaß
1
Risk
1
Risk management
1
Risk measure
1
Stochastic process
1
Stochastischer Prozess
1
backward stochastic differential equation
1
cone-constrained market
1
discrete-time mean-variance policy
1
g-expectation
1
insolvency risk
1
minimum-variance signed supermartingale measure
1
multidimensional dynamic convex risk measure
1
risk contribution
1
risk sharing
1
stochastic interaction
1
time consistency in efficiency
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Cui, Xiangyu
Xu, Yuhong
Li, Duan
2
Bielecki, Tomasz R.
1
Björk, Tomas
1
Chari, Varadarajan V.
1
Cialenco, Igor
1
Doan Thang Ngoc
1
Doyle, Matthew
1
Falk, Barry
1
Fujimoto, Junichi
1
Haubrich, Joseph Gerard
1
Kehoe, Patrick J.
1
Klöppel, Susanne
1
Li, Xun
1
Mertens, Elmar
1
Mishkin, Frederic S.
1
Murgoci, Agatha
1
Nadtochiy, Sergey
1
Pelsser, Antoon André Jean
1
Ritter, Joseph Anthony
1
Schweizer, Martin
1
Stadje, Mitja
1
Tehranchi, Michael
1
Temple, Jonathan
1
Wang, Shouyang
1
Westelius, Niklas J.
1
Zhang, Zhao
1
Zhou, Xun Yu
1
Zhu, Shushang
1
more ...
less ...
Published in...
All
Journal of money, credit and banking : JMCB
Mathematical finance : an international journal of mathematics, statistics and financial theory
Journal of economic dynamics & control
2
Digital finance : smart data analytics, investment innovation, and financial technology
1
European journal of operational research : EJOR
1
Journal of the Operational Research Society
1
Journal of the Operational Research Society : OR
1
Quantitative finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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
Multidimensional dynamic risk measure via conditional g-expectation
Xu, Yuhong
- In:
Mathematical finance : an international journal of …
26
(
2016
)
3
,
pp. 638-673
Persistent link: https://www.econbiz.de/10011583787
Saved in:
3
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->