Narrow search
Showing 1 - 10 of 18,905
Cover Image
Essays on monetary policy interactions with fiscal policy and financial markets
Niemann, Stefan (contributor) - 2008
Persistent link: https://www.econbiz.de/10003652546
Cover Image
On the price of commitment assets in a general equilibrium model with credit constraints and tempted consumers
Woźny, Łukasz - In: The B.E. journal of theoretical economics 16 (2016) 2, pp. 579-598
Persistent link: https://www.econbiz.de/10011507605
Cover Image
Time-consistent mean-variance asset-liability management in a regime-switching jump-diffusion market
Yang, Yu; Wu, Yonghong; Wiwatanapataphee, Benchawan - In: Financial markets and portfolio management 34 (2020) 4, pp. 401-427
Persistent link: https://www.econbiz.de/10012309913
Cover Image
Optimal policy for a time consistent mean-variance model with regime switching
Li, Gang; Chen, Zhiping; Liu, Jia - In: IMA journal of management mathematics 27 (2016) 2, pp. 211-234
Persistent link: https://www.econbiz.de/10011567026
Cover Image
Time-consistent mean-variance asset-liability management with random coefficients
Wei, Jiaqin; Wang, Tianxiao - In: Insurance / Mathematics & economics 77 (2017), pp. 84-96
Persistent link: https://www.econbiz.de/10011783919
Cover Image
Essays in international finance
Matsumoto, Akito - 2004
Persistent link: https://www.econbiz.de/10003387301
Cover Image
Tail VaR measures in a multi-period setting
Katsuki, Yuta; Matsumoto, Koichi - In: Applied mathematical finance 21 (2014) 3/4, pp. 270-297
Persistent link: https://www.econbiz.de/10010499702
Cover Image
Time consistent behavioral portfolio policy for dynamic mean-variance formulation
Cui, Xiangyu; Li, Xun; Li, Duan; Shi, Yun - In: Journal of the Operational Research Society : OR 68 (2017) 12, pp. 1647-1660
Persistent link: https://www.econbiz.de/10011816054
Cover Image
Iterated VaR or CTE measures : a false good idea?
Devolder, Pierre; Lebègue, Adrien - In: Scandinavian actuarial journal (2017) 4, pp. 287-318
Persistent link: https://www.econbiz.de/10011772142
Cover Image
A unified approach to time consistency of dynamic risk measures and dynamic performance measures in discrete time
Bielecki, Tomasz R.; Cialenco, Igor; Pitera, Marcin - In: Mathematics of operations research 43 (2018) 1, pp. 204-221
Persistent link: https://www.econbiz.de/10011818748