Search Results - subject:"timeinconsistency"

Robust time-consistent mean-variance portfolio selection problem with multivariate stochastic volatility

Yan, Tingjin; Han, Bingyan; Pun, Chi Seng; Wong, Hoi Ying - In: Mathematics and financial economics 14 (2020) 4, pp. 699-724

Persistent link: https://www.econbiz.de/10012321867

Optimal control of an objective functional with non-linearity between the conditional expectations : solutions to a class of time-inconsistent portfolio problems

Kryger, Esben; Nordfang, Maj-Britt; Steffensen, Mogens - In: Mathematical methods of operations research : ZOR 91 (2020) 3, pp. 405-438

Persistent link: https://www.econbiz.de/10012301603

Legal efficiency and consistency

Anderlini, Luca; Felli, Leonardo; Riboni, Alessandro - In: European economic review : EER 121 (2020), pp. 1-18

Persistent link: https://www.econbiz.de/10012264234

Motivation and information design

Habibi, Amir - In: Journal of economic behavior & organization : JEBO 169 (2020), pp. 1-18

Persistent link: https://www.econbiz.de/10012271452

Open-loop equilibrium reinsurance-investment strategy under mean-variance criterion with stochastic volatility

Yan, Tingjin; Wong, Hoi Ying - In: Insurance / Mathematics & economics 90 (2020), pp. 105-119

Persistent link: https://www.econbiz.de/10012169507

Failing to foresee the updating of the reference point leads to time-inconsistent investment

Strub, Moris S.; Li, Duan - In: Operations research 68 (2020) 1, pp. 199-213

Persistent link: https://www.econbiz.de/10012172306

On the dynamic representation of some time-inconsistent risk measures in a Brownian filtration

Backhoff-Veraguas, Julio; Tangpi, Ludovic - In: Mathematics and financial economics 14 (2020) 3, pp. 433-460

Persistent link: https://www.econbiz.de/10012240302

A note on the welfare of a sophisticated time-inconsistent decision-maker

Kodritsch, Sebastian - 2015

I examine the circumstances under which a sophisticated time-inconsistent decisionmaker (i) will not or (ii) need not severely miscoordinate her behavior across time, in the sense of following a course of action which fails to be Pareto-optimal for the sequence of temporal selves of the...

Persistent link: https://www.econbiz.de/10010478796

A note on the welfare of a sophisticated time-inconsistent decision-maker

Kodritsch, Sebastian - Abteilung "Verhalten auf Märkten", … - 2015

Persistent link: https://www.econbiz.de/10011170355

A note on the welfare of a sophisticated time-inconsistent decision-maker

Kodritsch, Sebastian - 2015

Persistent link: https://www.econbiz.de/10010478990