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1
Time-consistent decisions and temporal decomposition of coherent risk functionals
Pflug, Georg
;
Pichler, Alois
- In:
Mathematics of operations research
41
(
2016
)
2
,
pp. 682-699
Persistent link: https://www.econbiz.de/10011520518
Saved in:
2
Stabilization and commitment : forward guidance in economies with rational expectations
Hughes Hallett, Andrew
;
Acocella, Nicola
- In:
Macroeconomic dynamics
22
(
2018
)
1
,
pp. 122-134
Persistent link: https://www.econbiz.de/10011914960
Saved in:
3
Iterated VaR or CTE measures : a false good idea?
Devolder, Pierre
;
Lebègue, Adrien
- In:
Scandinavian actuarial journal
(
2017
)
4
,
pp. 287-318
Persistent link: https://www.econbiz.de/10011772142
Saved in:
4
Computing Markov-perfect optimal policies in business-cycle models
Dennis, Richard J.
;
Kirsanova, Tatiana
- In:
Macroeconomic dynamics
20
(
2016
)
7
,
pp. 1850-1872
Persistent link: https://www.econbiz.de/10011623554
Saved in:
5
Fiscal Revenues and Commitment in Immigration Amnesties
Magris, Francesco
;
Russo, Giuseppe
- In:
European journal of political economy
42
(
2016
),
pp. 75-90
Persistent link: https://www.econbiz.de/10011636017
Saved in:
6
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:
7
An evaluation of constitutional constraints on capital taxation
Domínguez, Begoña
;
Feng, Zhigang
- In:
Macroeconomic dynamics
21
(
2017
)
7
,
pp. 1519-1544
Persistent link: https://www.econbiz.de/10011805925
Saved in:
8
Social choice and time consistency with low-probability events
Bonilla, Claudio A.
- In:
Macroeconomic dynamics
21
(
2017
)
7
,
pp. 1706-1711
Persistent link: https://www.econbiz.de/10011805945
Saved in:
9
Technical note: time inconsistency of optimal policies of distributionally robust inventory models
Shapiro, Alexander
;
Xin, Linwei
- In:
Operations research
68
(
2020
)
5
,
pp. 1576-1584
Persistent link: https://www.econbiz.de/10012301576
Saved in:
10
Scalar multivariate risk measures with a single eligible asset
Feinstein, Zachary
;
Rudloff, Birgit
- In:
Mathematics of operations research
47
(
2022
)
2
,
pp. 899-922
Persistent link: https://www.econbiz.de/10013365032
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