Narrow search
Showing 1 - 10 of 223
Cover Image
Initial investment choice and optimal future allocations under time-monotone performance criteria
Musiela, Marek; Zariphopoulou-Souganidis, Thaleia - In: International journal of theoretical and applied finance 14 (2011) 1, pp. 61-81
Persistent link: https://www.econbiz.de/10008908393
Cover Image
On time consistency for mean-variance portfolio selection
Vigna, Elena - In: International journal of theoretical and applied finance 23 (2020) 6, pp. 1-22
Persistent link: https://www.econbiz.de/10012496778
Cover Image
On robust multi-period pre-commitment and time-consistent mean-variance portfolio optimization
Cong, F.; Oosterlee, Cornelis Willebrordus - In: International journal of theoretical and applied finance 20 (2017) 7, pp. 1-26
Persistent link: https://www.econbiz.de/10011763920
Cover Image
A new argument in favor of hyperbolic discounting in very long term project appraisal
Cruz Rambaud, Salvador - In: International journal of theoretical and applied finance 17 (2014) 8, pp. 1-17
Persistent link: https://www.econbiz.de/10010498830
Cover Image
Composition of time-consistent dynamic monetary risk measures in discrete time
Cheridito, Patrick; Kupper, Michael - In: International journal of theoretical and applied finance 14 (2011) 1, pp. 137-162
Persistent link: https://www.econbiz.de/10008908381
Cover Image
A simple time-consistent model for the forward density process
Hult, Henrik; Lindskog, Filip; Nykvist, Johan - In: International journal of theoretical and applied finance 16 (2013) 8, pp. 1-29
Persistent link: https://www.econbiz.de/10010243619
Cover Image
Dynamic portfolio selection under capital-at-risk with no short-selling constraints
Dmitrašinović-Vidović, Gordana; Lari-Lavassani, Ali; … - In: International journal of theoretical and applied finance 14 (2011) 6, pp. 957-977
Persistent link: https://www.econbiz.de/10009380979
Cover Image
Mixture of consistent stochastic utilities, and a priori randomness
Mrad, Mohamed - In: International journal of theoretical and applied finance 24 (2021) 1, pp. 1-34
Persistent link: https://www.econbiz.de/10012650235
Cover Image
Coherent risk measures and normal mixture distributions with applications in portfolio optimization
Shi, Xiang; Kim, Young Shin - In: International journal of theoretical and applied finance 24 (2021) 4, pp. 1-18
Persistent link: https://www.econbiz.de/10012652709
Cover Image
Optimal dynamic futures portfolio under a multifactor Gaussian framework
Leung, Tim; Yan, Raphael; Zhou, Yang - In: International journal of theoretical and applied finance 24 (2021) 5, pp. 1-27
Persistent link: https://www.econbiz.de/10012662043