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1
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:
2
Consensus efficiency in group
decision
making : a comprehensive comparative study and its optimal design
Zhang, Hengjie
;
Dong, Yucheng
;
Chiclana, Francisco
;
Yu, Shui
- In:
European journal of operational research : EJOR
275
(
2019
)
2
,
pp. 580-598
Persistent link: https://www.econbiz.de/10011993540
Saved in:
3
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:
4
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:
5
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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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
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7
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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8
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
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9
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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10
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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