//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"European journal of operational research : EJOR"
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
Search: subject_exact:"Time inconsistency"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Time consistency
11
Zeitkonsistenz
11
Portfolio selection
9
Portfolio-Management
9
Theorie
9
Theory
9
Risikomaß
4
Risk measure
4
Dynamic programming
3
Dynamische Optimierung
3
Mathematical programming
3
Mathematische Optimierung
3
Discounting
2
Diskontierung
2
Experiment
2
Finance
2
Intertemporal choice
2
Intertemporale Entscheidung
2
Non-exponential discounting
2
Risikoaversion
2
Risk aversion
2
Stochastic process
2
Stochastischer Prozess
2
Time-consistency
2
(I) Control
1
Asset allocation
1
Average Value-at-Risk
1
BSDEs
1
Base-stock policy
1
Binary Decision Diagram (BDD)
1
CAPM
1
Capital structure
1
Conditional Value-at-Risk
1
Conditional Value-at-Risk (CVaR)
1
Constrained optimal control
1
Consumption theory
1
Consumption-investment problem
1
Control theory
1
Decision
1
Decision under uncertainty
1
more ...
less ...
Online availability
All
Undetermined
9
Type of publication
All
Article
12
Type of publication (narrower categories)
All
Article in journal
12
Aufsatz in Zeitschrift
12
Language
All
English
12
Author
All
Forsyth, Peter A.
2
Balter, Anne G.
1
Cui, Xiangyu
1
Dang, Duy Minh
1
De Lara, Michel
1
Gao, Jianjun
1
Goldberg, David A.
1
Kloeden, Peter E.
1
Leclère, Vincent
1
Li, Jiangyuan
1
Liu, Bo
1
Mahayni, Antje
1
Peng, Ling
1
Pflug, Georg
1
Pichler, Alois
1
Rudloff, Birgit
1
Schweizer, Nikolaus
1
Shen, Yang
1
Shi, Yun
1
Siu, Tak Kuen
1
Staden, Pieter M. van
1
Street, Alexandre
1
Valladão, Davi M.
1
Wang, Jin
1
Wei, Jiaqin
1
Xin, Linwei
1
Yang, Hailiang
1
Yang, Jinqiang
1
Zhao, Qian
1
Zhu, Jinxia
1
Zhu, Shushang
1
Zou, Zhentao
1
more ...
less ...
Published in...
All
European journal of operational research : EJOR
Insurance / Mathematics & economics
39
Working paper / National Bureau of Economic Research, Inc.
39
NBER working paper series
38
NBER Working Paper
37
Journal of economic dynamics & control
32
Discussion paper / Centre for Economic Policy Research
31
Economics letters
28
CESifo working papers
27
Journal of economic behavior & organization : JEBO
27
Journal of economic theory
27
CEPR Discussion Papers
25
Games and economic behavior
20
Working paper
20
Finance and stochastics
18
Journal of monetary economics
18
Discussion paper series / IZA
17
IZA Discussion Papers
17
Theory and decision : an international journal for multidisciplinary advances in decision science
17
CESifo Working Paper
16
CESifo Working Paper Series
14
Economic theory : official journal of the Society for the Advancement of Economic Theory
14
European economic review : EER
14
Journal of mathematical economics
14
Macroeconomic dynamics
14
Economic modelling
13
Management science : journal of the Institute for Operations Research and the Management Sciences
13
Discussion paper
12
Review of economic dynamics
12
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
10
International game theory review
10
Journal of public economics
10
The American economic review
10
Discussion paper / Department of Business and Management Science
9
Journal of risk and uncertainty : JRU
9
CAMA working paper series
8
Cege discussion paper
8
Journal of environmental economics and management : JEEM ; the official journal of the Association of Environmental and Resource Economists
8
Journal of macroeconomics
8
Mathematical finance : an international journal of mathematics, statistics and financial theory
8
more ...
less ...
Source
All
ECONIS (ZBW)
12
Showing
1
-
10
of
12
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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
Saved in:
2
The surprising robustness of dynamic Mean-Variance portfolio optimization to model misspecification errors
Staden, Pieter M. van
;
Dang, Duy Minh
;
Forsyth, Peter A.
- In:
European journal of operational research : EJOR
289
(
2021
)
2
,
pp. 774-792
Persistent link: https://www.econbiz.de/10012416872
Saved in:
3
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
Saved in:
4
Time (in)consistency of multistage distributionally robust inventory models with moment constraints
Xin, Linwei
;
Goldberg, David A.
- In:
European journal of operational research : EJOR
289
(
2021
)
3
,
pp. 1127-1141
Persistent link: https://www.econbiz.de/10012433672
Saved in:
5
Hedge fund's dynamic leverage decisions under time-inconsistent preferences
Li, Jiangyuan
;
Liu, Bo
;
Yang, Jinqiang
;
Zou, Zhentao
- In:
European journal of operational research : EJOR
284
(
2020
)
2
,
pp. 779-791
Persistent link: https://www.econbiz.de/10012238809
Saved in:
6
Singular dividend optimization for a linear diffusion model with time-inconsistent preferences
Zhu, Jinxia
;
Siu, Tak Kuen
;
Yang, Hailiang
- In:
European journal of operational research : EJOR
285
(
2020
)
1
,
pp. 66-80
Persistent link: https://www.econbiz.de/10012239478
Saved in:
7
Time-consistent and self-coordination strategies for multi-period mean-Conditional Value-at-Risk portfolio selection
Cui, Xiangyu
;
Gao, Jianjun
;
Shi, Yun
;
Zhu, Shushang
- In:
European journal of operational research : EJOR
276
(
2019
)
2
,
pp. 781-789
Persistent link: https://www.econbiz.de/10012003667
Saved in:
8
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
Saved in:
9
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
Saved in:
10
Time consistency and risk averse dynamic decision models : definition, interpretation and practical consequences
Rudloff, Birgit
;
Street, Alexandre
;
Valladão, Davi M.
- In:
European journal of operational research : EJOR
234
(
2014
)
3
,
pp. 743-750
Persistent link: https://www.econbiz.de/10010360424
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->