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Simultane Investitionsplanung auf der Grundlage einer expliziten Zeitabbildung

Bruns, Thomas - 1990

Persistent link: https://www.econbiz.de/10000080581

Higher-order calculus of variations on time scales

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

Persistent link: https://www.econbiz.de/10003755601

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

Pınar, Mustafa C.̧ - In: OR spectrum : quantitative approaches in management 29 (2007) 2, pp. 295-309

Persistent link: https://www.econbiz.de/10003464177

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

Persistent link: https://www.econbiz.de/10003665715

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

Persistent link: https://www.econbiz.de/10014634191

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

Persistent link: https://www.econbiz.de/10009628203

Optimal stabilization policies for Austria under varying time preferences : an optimum control analysis

Neck, Reinhard - In: Best papers proceedings 4 (1994) 2, pp. 2-9

Persistent link: https://www.econbiz.de/10001170007

A different attitude for mathematical formularization between Marxian and Western economics

Ōnishi, Hiroshi - In: The Kyoto economic review 79 (2010) 2, pp. 21-33

Persistent link: https://www.econbiz.de/10009408065

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