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
~isPartOf:"Finance and stochastics"
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
OPTIMAL CONSUMPTION AND PORTFO...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Portfolio selection
2
Portfolio-Management
2
Time consistency
2
Zeitkonsistenz
2
Asymptotics
1
Control theory
1
Dynamic mean–variance problem
1
Equilibrium strategy
1
Kontrolltheorie
1
Mean-field type control problems
1
Mean-variance
1
Price impact
1
Risikoaversion
1
Risk aversion
1
Short-selling prohibition
1
State-dependent risk-aversion
1
Theorie
1
Theory
1
Time-consistency
1
Time-inconsistency
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Bensoussan, Alain
2
Yam, Sheung Chi Phillip
2
Ma, Guiyuan
1
Siu, Chi Chung
1
Wong, Kwok Chuen
1
Published in...
All
Finance and stochastics
Working paper / European Institute for Advanced Studies in Management
9
Operations research
8
Journal of economic dynamics & control
7
Management science : journal of the Institute for Operations Research and the Management Sciences
6
Les cahiers de recherche / HEC Paris
5
Mathematical finance : an international journal of mathematics, statistics and financial theory
5
Operations research letters
5
Production and operations management : an international journal of the Production and Operations Management Society
5
European Journal of Operational Research
4
European journal of operational research : EJOR
4
On arbitrage, optimal portfolio and equilibrium under frictions and incomplete markets
4
Applied mathematical finance
3
Energy economics
3
Mathematics of operations research
3
Risk and decision analysis
3
Working paper / EIASM, European Institute for Advanced Studies in Management
3
Annals of operations research
2
Applied Mathematical Finance
2
Bank of Finland Research Discussion Paper
2
Bank of Finland Research Discussion Papers
2
Bank of Finland research discussion papers
2
Contributions to economic analysis
2
Cowles Foundation Discussion Papers
2
Cowles Foundation discussion paper
2
Dynamic games and applications : DGA
2
Energy Economics
2
International journal of production research
2
Journal of Economic Dynamics and Control
2
Journal of economic theory
2
MPRA Paper
2
Management Science
2
Manufacturing & service operations management : M & SOM
2
Mathematical Finance
2
Mathematical modeling and numerical methods in finance : special volume
2
McCombs Research Paper Series
2
North Holland TIMS studies in the management sciences
2
Production and Operations Management
2
Research Discussion Papers / Suomen Pankki
2
Review of Economic Studies
2
more ...
less ...
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A paradox in time-consistency in the mean-variance problem?
Bensoussan, Alain
;
Wong, Kwok Chuen
;
Yam, Sheung Chi Phillip
- In:
Finance and stochastics
23
(
2019
)
1
,
pp. 173-207
Persistent link: https://www.econbiz.de/10012023708
Saved in:
2
Dynamic mean-variance problem with frictions
Bensoussan, Alain
;
Ma, Guiyuan
;
Siu, Chi Chung
;
Yam, …
- In:
Finance and stochastics
26
(
2022
)
2
,
pp. 267-300
Persistent link: https://www.econbiz.de/10013197583
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
