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isPartOf:"Review of Economic Dynamics"
~isPartOf:"Journal of economic dynamics & control"
~subject:"Glaubwürdigkeit"
~subject:"Portfolio-Management"
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Glaubwürdigkeit
Portfolio-Management
Time consistency
33
Zeitkonsistenz
30
Theorie
23
Theory
23
Geldpolitik
11
Monetary policy
11
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5
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4
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Alvarez González, Francisco
1
Batista, Quentin
1
Chen, Zhiping
1
Cong, F.
1
Cui, Xiangyu
1
Deissenberg, Christophe
1
Dennis, Richard J.
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Oosterlee, Cornelis Willebrordus
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Review of Economic Dynamics
Journal of economic dynamics & control
Insurance / Mathematics & economics
24
European journal of operational research : EJOR
10
Mathematical finance : an international journal of mathematics, statistics and financial theory
7
Finance and stochastics
6
Discussion paper / Centre for Economic Policy Research
5
International journal of theoretical and applied finance
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Discussion paper / School of Economics, The University of New South Wales
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European journal of law and economics
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Journal of the Operational Research Society
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Mathematical methods of operations research : ZOR
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Mathematics and financial economics
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Scandinavian actuarial journal
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The Scandinavian journal of economics
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ANU working papers in economics and econometrics
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Annals of operations research ; volume 279, numbers 1/2 (August 2019)
1
Application of operations research to financial markets
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Applied economics letters
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Athens journal of business & economics : AJBE
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Birkbeck working papers in economics and finance : BWPEF
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1
Credible forward guidance
Batista, Quentin
;
Nakata, Taisuke
;
Sunakawa, Takeki
- In:
Journal of economic dynamics & control
153
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014479338
Saved in:
2
On pre-commitment aspects of a time-consistent strategy for a mean-variance investor
Cong, F.
;
Oosterlee, Cornelis Willebrordus
- In:
Journal of economic dynamics & control
70
(
2016
),
pp. 178-193
Persistent link: https://www.econbiz.de/10011708681
Saved in:
3
Discrete-time mean-CVaR portfolio selection and time-consistency induced term structure of the CVaR
Strub, Moris S.
;
Li, Duan
;
Cui, Xiangyu
;
Gao, Jianjun
- In:
Journal of economic dynamics & control
108
(
2019
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012313656
Saved in:
4
Imperfect credibility and robust monetary policy
Dennis, Richard J.
- In:
Journal of economic dynamics & control
44
(
2014
),
pp. 218-234
Persistent link: https://www.econbiz.de/10010473543
Saved in:
5
Alpha-robust mean-variance reinsurance-investment strategy
Li, Bin
;
Li, Danping
;
Xiong, Dewen
- In:
Journal of economic dynamics & control
70
(
2016
),
pp. 101-123
Persistent link: https://www.econbiz.de/10011708658
Saved in:
6
Time-consistent investment policies in Markovian markets : a case of mean-variance analysis
Chen, Zhiping
;
Li, Gang
;
Zhao, Yonggan
- In:
Journal of economic dynamics & control
40
(
2014
),
pp. 293-316
Persistent link: https://www.econbiz.de/10010424358
Saved in:
7
Time consistent vs. time inconsistent dynamic asset allocation : some utility cost calculations for mean variance preferences
Lioui, Abraham
- In:
Journal of economic dynamics & control
37
(
2013
)
5
,
pp. 1066-1096
Persistent link: https://www.econbiz.de/10009738267
Saved in:
8
Cheating for the common good in a macroeconomic policy game
Deissenberg, Christophe
;
Alvarez González, Francisco
- In:
Journal of economic dynamics & control
26
(
2002
)
9/10
,
pp. 1457-1479
Persistent link: https://www.econbiz.de/10001668425
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