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isPartOf:"Journal of economic theory"
subject:"Portfolio selection"
~isPartOf:"Mathematical methods of operations research"
~person:"Balbus, Lukasz"
~person:"Kallsen, Jan"
~subject:"Markov-Kette"
~subject:"Mathematische Optimierung"
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Portfolio selection
Markov-Kette
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Theorie
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Generalized Bellman equation
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Intertemporal choice
2
Intertemporale Entscheidung
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Balbus, Lukasz
Kallsen, Jan
Cavazos-Cadena, Rolando
7
Korn, Ralf
5
Fudenberg, Drew
4
Hernández-Lerma, Onésimo
4
Imhof, Lorens
4
Nowak, Andrzej S.
4
Bäuerle, Nicole
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Fang, Shu-Cherng
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Aliprantis, Charalambos D.
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Altman, Eitan
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Bayraktar, Erhan
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Berman, Oded
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Borgwardt, Karl Heinz
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Cambini, Riccardo
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Chen, Zhiping
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Ding, Yuanyao
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Herings, Peter Jean-Jacques
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Journal of economic theory
Mathematical methods of operations research
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
1
Collegium of Economic Analysis working paper series
1
Dynamic games in economics : [... 12th VW, held in Vienna between May 30th and June 2nd, 2012]
1
International journal of theoretical and applied finance
1
Journal of economic dynamics & control
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
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1
Time-consistent equilibria in dynamic models with recursive payoffs and behavioral discounting
Balbus, Lukasz
;
Reffett, Kevin L.
;
Woźny, Łukasz
- In:
Journal of economic theory
204
(
2022
),
pp. 1-39
Persistent link: https://www.econbiz.de/10013473628
Saved in:
2
On uniqueness of time-consistent Markov policies for quasi-hyperbolic consumers under uncertainty
Balbus, Lukasz
;
Reffett, Kevin L.
;
Woźny, Łukasz
- In:
Journal of economic theory
176
(
2018
),
pp. 293-310
Persistent link: https://www.econbiz.de/10011980870
Saved in:
3
Optimal portfolios for exponential Lévy processes
Kallsen, Jan
- In:
Mathematical methods of operations research
51
(
2000
)
3
,
pp. 357-374
Persistent link: https://www.econbiz.de/10001519649
Saved in:
4
A utility maximization approach to hedging in incomplete markets
Kallsen, Jan
- In:
Mathematical methods of operations research
50
(
1999
)
2
,
pp. 321-338
Persistent link: https://www.econbiz.de/10001428821
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