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Optimal dividend-financing strategies in a dual risk model with time-inconsistent preferences
Chen, Shumin; Wang, Xi; Deng, Yinglu; Zeng, Yan - In: Insurance / Mathematics & economics 67 (2016), pp. 27-37
Persistent link: https://www.econbiz.de/10011457145
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A theory of Markovian time-inconsistent stochastic control in discrete time
Björk, Tomas; Murgoci, Agatha - In: Finance and stochastics 18 (2014) 3, pp. 545-592
Persistent link: https://www.econbiz.de/10010396002
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Present-biased optimization
Fomin, Fedor V.; Fraigniaud, Pierre; Golovach, Petr A. - In: Mathematical social sciences 119 (2022), pp. 56-67
Persistent link: https://www.econbiz.de/10013382288
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Optimal policy with limited commitment
Kasa, Kenneth - 1994
Persistent link: https://www.econbiz.de/10000907529
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Optimal policy with limited commitment
Kasa, Kenneth - In: Journal of economic dynamics & control 22 (1998) 6, pp. 887-910
Persistent link: https://www.econbiz.de/10001237953
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On a time consistency concept in risk averse multistage stochastic programming
Shapiro, Alexander - In: Operations research letters 37 (2009) 3, pp. 143-147
Persistent link: https://www.econbiz.de/10003903823
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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
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Interchangeability principle and dynamic equations in risk averse stochastic programming
Shapiro, Alexander - In: Operations research letters 45 (2017) 4, pp. 377-381
Persistent link: https://www.econbiz.de/10011740612
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On robust multi-period pre-commitment and time-consistent mean-variance portfolio optimization
Cong, F.; Oosterlee, Cornelis Willebrordus - In: International journal of theoretical and applied finance 20 (2017) 7, pp. 1-26
Persistent link: https://www.econbiz.de/10011763920
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Optimal policy for a time consistent mean-variance model with regime switching
Li, Gang; Chen, Zhiping; Liu, Jia - In: IMA journal of management mathematics 27 (2016) 2, pp. 211-234
Persistent link: https://www.econbiz.de/10011567026