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Search: "Time consistency"
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Mathematical finance : an international journal of mathematics, statistics and financial theory
Working paper / National Bureau of Economic Research, Inc.
Insurance / Mathematics & economics
29
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Optimal investment for all time horizons and Martin Boundary of space-time diffusions
Nadtochiy, Sergey
;
Tehranchi, Michael
- In:
Mathematical finance : an international journal of …
27
(
2017
)
2
,
pp. 438-470
Persistent link: https://www.econbiz.de/10011752507
Saved in:
2
Collective intertemporal choice : the possibility of
time
consistency
Millner, Antony
;
Heal, Geoffrey
-
2016
Persistent link: https://www.econbiz.de/10011538862
Saved in:
3
Macroprudential policy : promise and challenges
Mendoza, Enrique G.
-
2016
Persistent link: https://www.econbiz.de/10011591007
Saved in:
4
Time-consistent and market-consistent evaluations
Pelsser, Antoon André Jean
;
Stadje, Mitja
- In:
Mathematical finance : an international journal of …
24
(
2014
)
1
,
pp. 25-65
Persistent link: https://www.econbiz.de/10010256228
Saved in:
5
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:
6
Dynamic savings choices with disagreements
Cao, Dan Vu
;
Werning, Iván
-
2016
Persistent link: https://www.econbiz.de/10011449992
Saved in:
7
A note on the quantile formulation
Xu, Zuo Quan
- In:
Mathematical finance : an international journal of …
26
(
2016
)
3
,
pp. 589-601
Persistent link: https://www.econbiz.de/10011583612
Saved in:
8
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:
9
Time
consistency
and the duration of government debt : a signalling theory of quantitative easing
Bhattarai, Saroj
;
Eggertsson, Gauti B.
;
Gafarov, Bulat
-
2015
Persistent link: https://www.econbiz.de/10011308059
Saved in:
10
A new dilemma : capital controls and monetary policy in sudden stop economies
Devereux, Michael B.
;
Young, Eric R.
;
Yu, Changhua
-
2015
Persistent link: https://www.econbiz.de/10011428656
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