On time-inconsistent stochastic control in continuous time (Q522052): Difference between revisions

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-Thomas Björk
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+Thomas Björk
@@ Property / author: Thomas Björk / rank @@
+Normal rank
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+Q59522503
@@ Property / Wikidata QID: Q59522503 / rank @@
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+.03650
@@ Property / arXiv ID: 1612.03650 / rank @@
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@@ Property / cites work @@
+Ramsey Meets Laibson in the Neoclassical Growth Model
+Normal rank
@@ Property / cites work @@
+On time-inconsistent stochastic control in continuous time
+Normal rank
@@ Property / cites work @@
+A theory of Markovian time-inconsistent stochastic control in discrete time
+Normal rank
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+MEAN–VARIANCE PORTFOLIO OPTIMIZATION WITH STATE‐DEPENDENT RISK AVERSION
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+An Intertemporal General Equilibrium Model of Asset Prices
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+Time-consistent mean-variance portfolio selection in discrete and continuous time
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+Time-Consistent Portfolio Management
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+Investment and consumption without commitment
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+Consistent Plans
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+Dynamic Choices of Hyperbolic Consumers
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+Instantaneous Gratification *
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+Consumption-Savings Decisions with Quasi-Geometric Discounting
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+Consumption and portfolio rules for time-inconsistent investors
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+Optimal mean-variance portfolio selection
@@ Property / cites work: Optimal mean-variance portfolio selection / rank @@
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+Optimal mean-variance selling strategies
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+Investment-consumption with regime-switching discount rates
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+Multiple solutions under quasi-exponential discounting
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@@ links / mardi / name / links / mardi / name @@
+Publication:522052