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~subject:"Time consistency"
~isPartOf:"Finance and stochastics"
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1
Commonotonicity and time-consistency for Lebesgue-continuous monetary utility functions
Delbaen, Freddy
- In:
Finance and stochastics
25
(
2021
)
3
,
pp. 597-614
Persistent link: https://www.econbiz.de/10012585990
Saved in:
2
Present-biased lobbyists in linear-quadratic stochastic differential games
Lazrak, Ali
;
Wang, Hanxiao
;
Yong, Jiongmin
- In:
Finance and stochastics
27
(
2023
)
4
,
pp. 947-984
Persistent link: https://www.econbiz.de/10014426401
Saved in:
3
Asset pricing with dynamically inconsistent agents
Khapko, Mariana
- In:
Finance and stochastics
27
(
2023
)
4
,
pp. 1017-1046
Persistent link: https://www.econbiz.de/10014426412
Saved in:
4
Monetary policy when preferences are quasi-hyperbolic
Dennis, Richard J.
;
Kirsanov, Oleg
-
2020
Persistent link: https://www.econbiz.de/10012224967
Saved in:
5
Time inconsistency and endogenous borrowing constraints
Bhattacharya, Joydeep
;
Bishnu, Monisankar
;
Wang, Min
-
2020
Persistent link: https://www.econbiz.de/10012523494
Saved in:
6
Computing time-consistent equilibria : a perturbation approach
Dennis, Richard J.
-
2020
Persistent link: https://www.econbiz.de/10012542431
Saved in:
7
Dynamic mean-variance problem with frictions
Bensoussan, Alain
;
Ma, Guiyuan
;
Siu, Chi Chung
;
Yam, …
- In:
Finance and stochastics
26
(
2022
)
2
,
pp. 267-300
Persistent link: https://www.econbiz.de/10013197583
Saved in:
8
A time-inconsistent Dynkin game : from intra-personal to inter-personal equilibria
Huang, Yu-Jui
;
Zhou, Zhou
- In:
Finance and stochastics
26
(
2022
)
2
,
pp. 301-334
Persistent link: https://www.econbiz.de/10013197586
Saved in:
9
Set-valued dynamic risk measures for processes and for vectors
Chen, Yanhong
;
Feinstein, Zachary
- In:
Finance and stochastics
26
(
2022
)
3
,
pp. 505-533
Persistent link: https://www.econbiz.de/10013440234
Saved in:
10
Set-valued risk measures as backward stochastic difference inclusions and equations
Ararat, Çağın
;
Feinstein, Zachary
- In:
Finance and stochastics
25
(
2021
)
1
,
pp. 43-76
Persistent link: https://www.econbiz.de/10012433511
Saved in:
11
Dealing with time-inconsistency : inflation targeting vs. exchange rate targeting
Davis, Scott
;
Fujiwara, Ippei
;
Wang, Jiao
-
2017
Persistent link: https://www.econbiz.de/10011747106
Saved in:
12
A paradox in time-consistency in the mean-variance problem?
Bensoussan, Alain
;
Wong, Kwok Chuen
;
Yam, Sheung Chi Phillip
- In:
Finance and stochastics
23
(
2019
)
1
,
pp. 173-207
Persistent link: https://www.econbiz.de/10012023708
Saved in:
13
Minimax theorems for American options without time-consistency
Belomestny, Denis
;
Hübner, Tobias
;
Krätschmer, Volker
; …
- In:
Finance and stochastics
23
(
2019
)
1
,
pp. 209-238
Persistent link: https://www.econbiz.de/10012023712
Saved in:
14
Time-consistent stopping under decreasing impatience
Huang, Yu-Jui
;
Nguyen-Huu, Adrien
- In:
Finance and stochastics
22
(
2018
)
1
,
pp. 69-95
Persistent link: https://www.econbiz.de/10011945627
Saved in:
15
Dynamically consistent investment under model uncertainty : the robust forward criteria
Källblad, Sigrid
;
Obłój, Jan
; …
- In:
Finance and stochastics
22
(
2018
)
4
,
pp. 879-918
Persistent link: https://www.econbiz.de/10011946570
Saved in:
16
Imperfect credibility and robust monetary policy
Dennis, Richard J.
-
2013
Persistent link: https://www.econbiz.de/10010211796
Saved in:
17
Imperfect credibility and robust monetary policy
Dennis, Richard J.
-
2012
Persistent link: https://www.econbiz.de/10009665996
Saved in:
18
On time-inconsistent stochastic control in continuous time
Björk, Tomas
;
Khapko, Mariana
;
Murgoci, Agatha
- In:
Finance and stochastics
21
(
2017
)
2
,
pp. 331-360
Persistent link: https://www.econbiz.de/10011944378
Saved in:
19
Weakly time consistent concave valuations and their dual representations
Roorda, Berend
;
Schumacher, Johannes M.
- In:
Finance and stochastics
20
(
2016
)
1
,
pp. 123-151
Persistent link: https://www.econbiz.de/10011460026
Saved in:
20
Barro-Gordon revisited : reputational equilibria with inferential expectations
Henckel, Timo
;
Menzies, Gordon Douglas
;
Prokhovnik, Nick
; …
-
2010
Persistent link: https://www.econbiz.de/10008697769
Saved in:
21
Multi-portfolio time consistency for set-valued convex and coherent risk measures
Feinstein, Zachary
;
Rudloff, Birgit
- In:
Finance and stochastics
19
(
2015
)
1
,
pp. 67-107
Persistent link: https://www.econbiz.de/10011417030
Saved in:
22
Model uncertainty and monetary policy
Dennis, Richard J.
(
contributor
)
-
2009
Persistent link: https://www.econbiz.de/10003810424
Saved in:
23
A theory of Markovian time-inconsistent stochastic control in discrete time
Björk, Tomas
;
Murgoci, Agatha
- In:
Finance and stochastics
18
(
2014
)
3
,
pp. 545-592
Persistent link: https://www.econbiz.de/10010396002
Saved in:
24
Dynamic risk measures : time consistency and risk measures from BMO martingales
Bion-Nadal, Jocelyne
- In:
Finance and stochastics
12
(
2008
)
2
,
pp. 219-244
Persistent link: https://www.econbiz.de/10003716264
Saved in:
25
Conditional and dynamic convex risk measures
Detlefsen, Kai
;
Scandolo, Giacomo
- In:
Finance and stochastics
9
(
2005
)
4
,
pp. 539-561
Persistent link: https://www.econbiz.de/10003133271
Saved in:
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