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Barros, Carlos Pestana; Gil-Alaña, Luis A.; Matousek, Roman - In: Review of international economics 19 (2011) 1, pp. 77-92

Persistent link: https://www.econbiz.de/10009127594

Simultane Investitionsplanung auf der Grundlage einer expliziten Zeitabbildung

Bruns, Thomas - 1990

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Ferreira, Rui A. C.; Torres, Delfim F. M. - In: Mathematical control theory and finance, (pp. 149-159). 2008

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Robust scenario optimization based on downside-risk measure for multi-period portfolio selection

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Robust multiperiod portfolio management in the presence of transaction costs

Bertsimas, Dimitris; Pachamanova, Dessislava A. - In: Computers & operations research : and their … 35 (2008) 1, pp. 3-17

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The cost of delay as risk measure in target-based multi-period portfolio selection models

Liu, Jia; Chen, Zhiping; Consigli, Giorgio - In: IMA journal of management mathematics 35 (2024) 3, pp. 345-377

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Intertemporal Time Preference on a Simplex in Continuous Time

Song, Xihao - 2023

This paper aims to provide a representation theorem for consumption stream in the simplex in continuous time, by using the weaker axiom of ”Agree with,” the strong axiom of ”Preferential Independence”, and the axioms of ”Separability” and ”Measurability” on the simplex,...

Persistent link: https://www.econbiz.de/10014353982

Intertemporal Time Preference on a Simplex in Continuous Time

Song, Xihao - 2023

This work aims to provide a representation theorem for consumption in simplex in continuous time by using a weaker axiom of ’Agree with’, a strong axiom of ’Preferential Independence’,[10, 9], and axioms of ’Separability’ and ’Measurability’ on Simplex provided by Qin and...

Persistent link: https://www.econbiz.de/10014256003

Contract theory in continuous-time models

Cvitanić, Jakša; Jianfeng Zhang; Zhang, Jianfeng - 2013

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Intraday technical trading in the foreign exchange market

Neely, Christopher J.; Weller, Paul A. - 1999

Persistent link: https://www.econbiz.de/10001426895

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