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Goerigk, Marc
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European journal of operational research : EJOR
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
579
NBER working paper series
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Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
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Nachrichten für Aussenhandel : NfA ; Märkte, Trends, Geschäftschancen
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Discussion paper series / IZA
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Europäische Hochschulschriften / 5
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Nota di Lavoro
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Zeitschrift für Umweltpolitik & Umweltrecht : ZfU ; Beiträge zur rechts-, wirtschafts- und sozialwissenschaftlichen Umweltforschung
144
Theory and decision : an international journal for multidisciplinary advances in decision science
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137
Games and economic behavior
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ECONIS (ZBW)
380
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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
An options-based approach to coordinating distributed decision systems
Ball, Daniel R.
;
Deshmukh, Abhijit
;
Kapadia, Nikunj
- In:
European journal of operational research : EJOR
240
(
2015
)
3
,
pp. 706-717
Persistent link: https://www.econbiz.de/10010486966
Saved in:
3
Environmental policy regulation and corporate compliance in evolutionary game models with well-mixed and structured populations
Rocha, André Barreira da Silva
;
Meyer Salomão, Gabriel
- In:
European journal of operational research : EJOR
279
(
2019
)
2
,
pp. 486-501
Persistent link: https://www.econbiz.de/10012110720
Saved in:
4
Continuous time mean variance asset allocation : a time-consistent strategy
Wang, Jin
;
Forsyth, Peter A.
- In:
European journal of operational research : EJOR
209
(
2011
)
2
,
pp. 184-201
Persistent link: https://www.econbiz.de/10008798657
Saved in:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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
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