Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
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:"Time consistency in efficiency"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Portfolio selection
4
Portfolio-Management
4
Theorie
4
Theory
4
Time consistency
4
Zeitkonsistenz
4
Time consistency in efficiency
2
time consistency in efficiency
2
Discrete-time multi-period optimization
1
Efficiency
1
Effizienz
1
Jump diffusion market
1
Mathematical programming
1
Mathematische Optimierung
1
Mean field approach
1
No-shorting constraints
1
Portfolio optimization
1
Pre-committed optimal mean-variance policy
1
Semi-self-financing revised policy
1
Stochastic process
1
Stochastischer Prozess
1
Time
1
Transaction costs
1
Transaktionskosten
1
Zeit
1
cone-constrained market
1
discrete-time mean-variance policy
1
market with all risky assets
1
mean-variance formulation
1
minimum-variance signed supermartingale measure
1
self-financing
1
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
4
Type of publication (narrower categories)
All
Article in journal
4
Aufsatz in Zeitschrift
4
Language
All
English
4
Author
All
Cui, Xiangyu
3
Li, Duan
2
Li, Xun
2
Shi, Yun
2
Pun, Chi Seng
1
Ye, Zi
1
Published in...
All
Journal of the Operational Research Society
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Mathematical methods of operations research
1
Quantitative finance
1
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Time consistent in efficiency dynamic mean-variance policy
Shi, Yun
;
Li, Duan
;
Cui, Xiangyu
- In:
Journal of the Operational Research Society
74
(
2023
)
1
,
pp. 195-208
Persistent link: https://www.econbiz.de/10014231704
Saved in:
2
Optimal multi-period transaction-cost-aware long-only portfolios and
time
consistency
in
efficiency
Pun, Chi Seng
;
Ye, Zi
- In:
Quantitative finance
23
(
2023
)
2
,
pp. 351-365
Persistent link: https://www.econbiz.de/10014232651
Saved in:
3
Better than pre-committed optimal mean-variance policy in a jump diffusion market
Shi, Yun
;
Li, Xun
;
Cui, Xiangyu
- In:
Mathematical methods of operations research
85
(
2017
)
3
,
pp. 327-347
Persistent link: https://www.econbiz.de/10011714505
Saved in:
4
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
