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isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
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Cui, Xiangyu
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Li, Duan
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Klöppel, Susanne
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Mathematical finance : an international journal of mathematics, statistics and financial theory
NBER working paper series
40
Insurance / Mathematics & economics
39
Working paper / National Bureau of Economic Research, Inc.
39
NBER Working Paper
37
Discussion paper / Centre for Economic Policy Research
31
Journal of economic dynamics & control
31
CEPR Discussion Papers
29
Economics letters
27
CESifo working papers
26
Journal of economic theory
25
Journal of economic behavior & organization : JEBO
24
Working paper
24
Games and economic behavior
20
Journal of monetary economics
20
Finance and stochastics
18
Discussion paper series / IZA
16
Theory and decision : an international journal for multidisciplinary advances in decision science
16
European journal of operational research : EJOR
15
Journal of mathematical economics
15
Economic theory : official journal of the Society for the Advancement of Economic Theory
14
European economic review : EER
14
Economic modelling
13
Macroeconomic dynamics
13
Review of economic dynamics
13
CESifo Working Paper Series
12
Management science : journal of the Institute for Operations Research and the Management Sciences
12
Discussion paper
11
International game theory review
11
MPRA Paper
11
The American economic review
10
Discussion paper / Department of Business and Management Science
9
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
9
Journal of public economics
9
CAMA working paper series
8
Cege discussion paper
8
Journal of environmental economics and management : JEEM ; the official journal of the Association of Environmental and Resource Economists
8
Journal of risk and uncertainty : JRU
8
Staff report / Research Department, Federal Reserve Bank of Minneapolis
8
The review of economic studies : RES
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1
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
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:
3
Dynamic coherent acceptability indices and their applications to finance
Bielecki, Tomasz R.
;
Cialenco, Igor
;
Zhang, Zhao
- In:
Mathematical finance : an international journal of …
24
(
2014
)
3
,
pp. 411-441
Persistent link: https://www.econbiz.de/10010484294
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:
5
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:
6
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:
7
Mean-variance portfolio optimization with state-dependent risk aversion
Björk, Tomas
;
Murgoci, Agatha
;
Zhou, Xun Yu
- In:
Mathematical finance : an international journal of …
24
(
2014
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10010256230
Saved in:
8
Better than dynamic mean-variance : time inconsistency and free cash flow stream
Cui, Xiangyu
;
Li, Duan
;
Wang, Shouyang
;
Zhu, Shushang
- In:
Mathematical finance : an international journal of …
22
(
2012
)
2
,
pp. 346-378
Persistent link: https://www.econbiz.de/10009613192
Saved in:
9
Dynamic indifference valuation via convex risk measures
Klöppel, Susanne
;
Schweizer, Martin
- In:
Mathematical finance : an international journal of …
17
(
2007
)
4
,
pp. 599-627
Persistent link: https://www.econbiz.de/10003626635
Saved in:
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