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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
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Dynamic robust Orlicz premia and Haezendonck-Goovaerts risk measures
Bellini, Fabio; Laeven, Roger J. A.; Rosazza Gianin, … - In: European journal of operational research : EJOR 291 (2021) 2, pp. 438-446
Persistent link: https://www.econbiz.de/10012495322
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Investment timing and technological breakthrough
Décamps, Jean-Paul; Gensbittel, Fabien; Mariotti, Thomas - 2021
Persistent link: https://www.econbiz.de/10012543274
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Volatile hiring : uncertainty in search and matching models
Den Haan, Wouter J.; Rendahl, Pontus; Freund, Lukas - 2020
Persistent link: https://www.econbiz.de/10012230587
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The unemployment-risk channel in business-cycle fluctuations
Broer, Tobias; Druedahl, Jeppe; Harmenberg, Karl; … - 2021
Persistent link: https://www.econbiz.de/10012667691
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Unexpected effects : uncertainty, unemployment, and inflation
Rendahl, Pontus; Freund, Lukas - 2020
Persistent link: https://www.econbiz.de/10012216038
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The effect of wealth on worker productivity
Eeckhout, Jan; Sepahsalari, Alireza - 2021
Persistent link: https://www.econbiz.de/10012619441
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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
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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
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Nested Conditional Value-at-Risk portfolio selection : a model with temporal dependence driven by market-index volatility
Staino, Alessandro; Russo, Emilio - In: European journal of operational research : EJOR 280 (2020) 2, pp. 741-753
Persistent link: https://www.econbiz.de/10012132469