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5,126
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1
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:
2
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
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3
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
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4
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:
5
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
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6
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
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7
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
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8
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
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9
Portfolio diversification based on stochastic dominance under incomplete probability information
Liesiö, Juuso
;
Xu, Peng
;
Kuosmanen, Timo
- In:
European journal of operational research : EJOR
286
(
2020
)
2
,
pp. 755-768
Persistent link: https://www.econbiz.de/10012291566
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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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