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~isPartOf:"European journal of operational research : EJOR"
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Time consistency
11
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9
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European journal of operational research : EJOR
NBER working paper series
40
Working paper / National Bureau of Economic Research, Inc.
39
NBER Working Paper
37
Insurance / Mathematics & economics
34
Discussion paper / Centre for Economic Policy Research
31
Journal of economic dynamics & control
30
Economics letters
27
CESifo working papers
24
Journal of economic behavior & organization : JEBO
24
Journal of economic theory
24
Games and economic behavior
20
Working paper
19
Finance and stochastics
17
Journal of monetary economics
17
Theory and decision : an international journal for multidisciplinary advances in decision science
16
Discussion paper series / IZA
15
Economic theory : official journal of the Society for the Advancement of Economic Theory
14
Journal of mathematical economics
14
Economic modelling
13
European economic review : EER
13
Macroeconomic dynamics
13
Management science : journal of the Institute for Operations Research and the Management Sciences
12
Review of economic dynamics
12
CESifo Working Paper
11
Discussion paper
11
International game theory review
10
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
CESifo 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
Mathematical finance : an international journal of mathematics, statistics and financial theory
8
Staff report / Research Department, Federal Reserve Bank of Minneapolis
8
Department of Economics discussion paper series / University of Oxford
7
Finance and economics discussion series
7
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ECONIS (ZBW)
11
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1
Time-consistency of optimal investment under smooth ambiguity
Balter, Anne G.
;
Mahayni, Antje
;
Schweizer, Nikolaus
- In:
European journal of operational research : EJOR
293
(
2021
)
2
,
pp. 643-657
Persistent link: https://www.econbiz.de/10012513245
Saved in:
2
The surprising robustness of dynamic Mean-Variance portfolio optimization to model misspecification errors
Staden, Pieter M. van
;
Dang, Duy Minh
;
Forsyth, Peter A.
- In:
European journal of operational research : EJOR
289
(
2021
)
2
,
pp. 774-792
Persistent link: https://www.econbiz.de/10012416872
Saved in:
3
Time-consistent portfolio optimization
Peng, Ling
;
Kloeden, Peter E.
- In:
European journal of operational research : EJOR
288
(
2021
)
1
,
pp. 183-193
Persistent link: https://www.econbiz.de/10012496547
Saved in:
4
Time (in)consistency of multistage distributionally robust inventory models with moment constraints
Xin, Linwei
;
Goldberg, David A.
- In:
European journal of operational research : EJOR
289
(
2021
)
3
,
pp. 1127-1141
Persistent link: https://www.econbiz.de/10012433672
Saved in:
5
Hedge fund's dynamic leverage decisions under time-inconsistent preferences
Li, Jiangyuan
;
Liu, Bo
;
Yang, Jinqiang
;
Zou, Zhentao
- In:
European journal of operational research : EJOR
284
(
2020
)
2
,
pp. 779-791
Persistent link: https://www.econbiz.de/10012238809
Saved in:
6
Singular dividend optimization for a linear diffusion model with time-inconsistent preferences
Zhu, Jinxia
;
Siu, Tak Kuen
;
Yang, Hailiang
- In:
European journal of operational research : EJOR
285
(
2020
)
1
,
pp. 66-80
Persistent link: https://www.econbiz.de/10012239478
Saved in:
7
Time-consistent and self-coordination strategies for multi-period mean-Conditional Value-at-Risk portfolio selection
Cui, Xiangyu
;
Gao, Jianjun
;
Shi, Yun
;
Zhu, Shushang
- In:
European journal of operational research : EJOR
276
(
2019
)
2
,
pp. 781-789
Persistent link: https://www.econbiz.de/10012003667
Saved in:
8
Time-inconsistent multistage stochastic programs : martingale bounds
Pflug, Georg
;
Pichler, Alois
- In:
European journal of operational research : EJOR
249
(
2016
)
1
,
pp. 155-163
Persistent link: https://www.econbiz.de/10011434903
Saved in:
9
Building up time-consistency for risk measures and dynamic optimizatio
De Lara, Michel
;
Leclère, Vincent
- In:
European journal of operational research : EJOR
249
(
2016
)
1
,
pp. 177-187
Persistent link: https://www.econbiz.de/10011435779
Saved in:
10
Time consistency and risk averse dynamic decision models : definition, interpretation and practical consequences
Rudloff, Birgit
;
Street, Alexandre
;
Valladão, Davi M.
- In:
European journal of operational research : EJOR
234
(
2014
)
3
,
pp. 743-750
Persistent link: https://www.econbiz.de/10010360424
Saved in:
11
Continuous time mean variance asset allocation : a time-consistent strategy
Wang, Jin
;
Forsyth, Peter A.
- In:
European journal of operational research : EJOR
209
(
2011
)
2
,
pp. 184-201
Persistent link: https://www.econbiz.de/10008798657
Saved in:
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