Narrow search
Showing 51 - 60 of 659,002
Cover Image
Time-consistent and market-consistent evaluations
Stadje, Mitja; Pelsser, Antoon André Jean - 2014 - Revised version of CentER DP 2012-086
Persistent link: https://www.econbiz.de/10010232333
Cover Image
Markowitz’s mean-variance asset-liability management with regime switching : a time-consistent approach
Wei, J.; Wong, K. C.; Yam, Sheung Chi Phillip; Yung, S. P. - In: Insurance / Mathematics & economics 53 (2013) 1, pp. 281-291
Persistent link: https://www.econbiz.de/10009785391
Cover Image
Optimal time-consistent investment and reinsurance strategies for mean-variance insurers with state dependent risk aversion
Li, Yongwu; Li, Zhongfei - In: Insurance / Mathematics & economics 53 (2013) 1, pp. 86-97
Persistent link: https://www.econbiz.de/10009785417
Cover Image
Time-consistent and market-consistent evaluations
Pelsser, Antoon André Jean; Stadje, Mitja - In: Mathematical finance : an international journal of … 24 (2014) 1, pp. 25-65
Persistent link: https://www.econbiz.de/10010256228
Cover Image
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
Cover Image
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
Cover Image
Optimal investment strategy under time-inconsistent preferences and high-water mark contract
A, Chunxiang; Li, Zhongfei; Wang, Fan - In: Operations research letters 44 (2016) 2, pp. 212-218
Persistent link: https://www.econbiz.de/10011457325
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 investment policies in Markovian markets : a case of mean-variance analysis
Chen, Zhiping; Li, Gang; Zhao, Yonggan - In: Journal of economic dynamics & control 40 (2014), pp. 293-316
Persistent link: https://www.econbiz.de/10010424358
Cover Image
Better than dynamic mean-variance : time inconsistency and free cash flow stream
Cui, Xiangyu; Li, Duan; Wang, Shouyang; Zhu, Shushang - In: Mathematical finance : an international journal of … 22 (2012) 2, pp. 346-378
Persistent link: https://www.econbiz.de/10009613192