//--> //--> //--> //-->
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
Retain my current filters
~accessRights:"restricted"
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
Time Inconsistency, Self-Contr...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Portfolio selection
26
Portfolio-Management
22
Theorie
22
Theory
22
Mathematical programming
10
Mathematische Optimierung
10
Time consistency
6
Zeitkonsistenz
6
Anlageverhalten
5
Behavioural finance
5
Prospect theory
5
Börsenkurs
4
Prospect Theory
4
Risikomaß
4
Risk measure
4
Share price
4
Stochastic process
4
Stochastischer Prozess
4
Dynamic programming
3
Dynamische Optimierung
3
Forecasting model
3
Prognoseverfahren
3
Bayesian learning
2
Bias
2
Capital income
2
Conditional value-at-risk
2
Disposition effect
2
Game theory
2
Kapitaleinkommen
2
Lieferkette
2
Loss aversion
2
Multi-period portfolio selection
2
Probabilistic constraint
2
Probability theory
2
Probability weighting
2
Quadratic programming
2
Risikoaversion
2
Risk aversion
2
Robust optimization
2
Second-order cone program
2
more ...
less ...
Online availability
All
Undetermined
Free
36
CC license
2
Type of publication
All
Article
56
Type of publication (narrower categories)
All
Article in journal
33
Aufsatz in Zeitschrift
33
Conference paper
1
Konferenzbeitrag
1
Language
All
English
34
Undetermined
22
Author
All
Li, Duan
42
Cui, Xiangyu
19
Shi, Yun
12
Gao, Jianjun
7
Sun, Xiaoling
7
Li, Xun
6
Zhu, Shushang
6
Choi, Tsan-Ming
4
Jiang, Rujun
4
Strub, Moris S.
4
Yan, Houmin
4
Chen, Yuanyuan
3
Cui, Xueting
3
Wang, Shouyang
3
Yao, Jing
3
Zhou, Yong
3
Biswal, M. P.
2
Li, Zhongfei
2
Lou, Youcheng
2
Luo, Hezhi
2
Sheu, Ruey-Lin
2
Wu, Baiyi
2
Xia, Yong
2
Yuan, Huiling
2
Zheng, Xiaojin
2
Biswal, N. P.
1
Chen, Zhiping
1
Chiu, Chun-Hung
1
Chiu, Mei Choi
1
Ding, Xiaodong
1
Fan, Minjie
1
Gao, Xuefeng
1
Gu, Zuyao
1
Guan, Zheng
1
Hall, Nicholas G.
1
Hsia, Yong
1
Kim, Donggyu
1
Li, Andy
1
Li, Donghui
1
Li, Yaoming
1
more ...
less ...
Published in...
All
European Journal of Operational Research
9
Journal of economic dynamics & control
6
European journal of operational research : EJOR
4
Operations research
3
Computational Optimization and Applications
2
INFORMS journal on computing : JOC
2
Journal of Banking & Finance
2
Journal of Economic Dynamics and Control
2
Journal of Global Optimization
2
Journal of the Operational Research Society
2
Journal of the Operational Research Society : OR
2
Operations research letters
2
Economics letters
1
INFORMS journal on applied analytics
1
Insurance: Mathematics and Economics
1
International Journal of Production Economics
1
Journal of Time Series Analysis
1
Journal of econometrics
1
Journal of economic theory
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Mathematical methods of operations research
1
Mathematics of operations research
1
Omega
1
Omega : the international journal of management science
1
Operational research : an international journal
1
Quantitative Finance
1
Quantitative finance
1
Scandinavian actuarial journal
1
The Quarterly Review of Economics and Finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
33
RePEc
22
Other ZBW resources
1
Showing
1
-
10
of
56
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Discrete-time behavioral portfolio selection under cumulative prospect theory
Shi, Yun
;
Cui, Xiangyu
;
Li, Duan
- In:
Journal of economic dynamics & control
61
(
2015
),
pp. 283-302
Persistent link: https://www.econbiz.de/10011589538
Saved in:
2
Time consistent behavioral portfolio policy for dynamic mean-variance formulation
Cui, Xiangyu
;
Li, Xun
;
Li, Duan
;
Shi, Yun
- In:
Journal of the Operational Research Society : OR
68
(
2017
)
12
,
pp. 1647-1660
Persistent link: https://www.econbiz.de/10011816054
Saved in:
3
Self-coordination in time inconsistent stochastic decision problems : a planner-doer game framework
Cui, Xiangyu
;
Li, Duan
;
Shi, Yun
- In:
Journal of economic dynamics & control
75
(
2017
),
pp. 91-113
Persistent link: https://www.econbiz.de/10011817149
Saved in:
4
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:
5
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:
6
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:
7
Multi-period mean-variance portfolio optimization with management fees
Cui, Xiangyu
;
Gao, Jianjun
;
Shi, Yun
- In:
Operational research : an international journal
21
(
2021
)
2
,
pp. 1333-1354
Persistent link: https://www.econbiz.de/10012584207
Saved in:
8
Work more tomorrow : resolving present bias in project management
Shi, Yun
;
Hall, Nicholas G.
;
Cui, Xiangyu
- In:
Operations research
71
(
2023
)
1
,
pp. 314-340
Persistent link: https://www.econbiz.de/10014308521
Saved in:
9
Beta and coskewness pricing : perspective from probability weighting
Shi, Yun
;
Cui, Xiangyu
;
Zhou, Xun Yu
- In:
Operations research
71
(
2023
)
2
,
pp. 776-790
Persistent link: https://www.econbiz.de/10014308639
Saved in:
10
Classical mean-variance model revisited : pseudo efficiency
Cui, Xiangyu
;
Li, Duan
;
Yan, Jia-an
- In:
Journal of the Operational Research Society : OR
66
(
2015
)
10
,
pp. 1646-1655
Persistent link: https://www.econbiz.de/10011417708
Saved in:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->