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Time-Consistent Portfolio Management. (2012). Ekeland, Ivar ; Pirvu, Traian A. ; Mbodji, Oumar .
In: Economics Papers from University Paris Dauphine.
RePEc:dau:papers:123456789/11473.

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  1. A time-inconsistent Dynkin game: from intra-personal to inter-personal equilibria. (2022). Zhou, Zhou ; Huang, Yu-Jui.
    In: Finance and Stochastics.
    RePEc:spr:finsto:v:26:y:2022:i:2:d:10.1007_s00780-021-00468-1.

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  2. Quasi-hyperbolic discounting under recursive utility and consumption–investment decisions. (2022). Shigeta, Yuki.
    In: Journal of Economic Theory.
    RePEc:eee:jetheo:v:204:y:2022:i:c:s0022053122001089.

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  3. The continuous-time pre-commitment KMM problem in incomplete markets. (2022). Song, Yilun ; Liang, Zongxia ; Guan, Guohui.
    In: Papers.
    RePEc:arx:papers:2210.13833.

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  4. Strong and Weak Equilibria for Time-Inconsistent Stochastic Control in Continuous Time. (2021). Zhou, Zhou ; Huang, Yu-Jui.
    In: Mathematics of Operations Research.
    RePEc:inm:ormoor:v:46:y:2021:i:2:p:428-451.

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  5. Time-Consistent Investment and Consumption Strategies under a General Discount Function. (2021). Khelfallah, Nabil ; Chighoub, Farid ; Alia, Ishak ; Vives, Josep.
    In: JRFM.
    RePEc:gam:jjrfmx:v:14:y:2021:i:2:p:86-:d:502548.

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  6. Optimal life insurance and annuity demand under hyperbolic discounting when bequests are luxury goods. (2021). Wei, Jiaqin ; Purcal, Sachi ; Zhang, Jinhui.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:101:y:2021:i:pa:p:80-90.

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  7. Time-consistent portfolio optimization. (2021). Kloeden, Peter E ; Peng, Ling.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:288:y:2021:i:1:p:183-193.

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  8. Who Are I: Time Inconsistency and Intrapersonal Conflict and Reconciliation. (2021). He, Xuedong ; Yu, Xun.
    In: Papers.
    RePEc:arx:papers:2105.01829.

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  9. A Time-Inconsistent Dynkin Game: from Intra-personal to Inter-personal Equilibria. (2021). Zhou, Zhou ; Huang, Yu-Jui.
    In: Papers.
    RePEc:arx:papers:2101.00343.

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  10. Optimal control of an objective functional with non-linearity between the conditional expectations: solutions to a class of time-inconsistent portfolio problems. (2020). Steffensen, Mogens ; Nordfang, Maj-Britt ; Kryger, Esben.
    In: Mathematical Methods of Operations Research.
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  11. Nonrecursive separation of risk and time preferences. (2020). Steffensen, Mogens ; Jensen, Ninna Reitzel ; Fahrenwaldt, Matthias Albrecht.
    In: Journal of Mathematical Economics.
    RePEc:eee:mateco:v:90:y:2020:i:c:p:95-108.

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  12. Optimal equilibrium barrier strategies for time-inconsistent dividend problems in discrete time. (2020). Jin, Zhuo ; Zhou, Zhou.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:94:y:2020:i:c:p:100-108.

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  13. Trends in Life Insurance Demand and Lapse Literature. (2020). Patricia, Born ; Klime, Poposki ; Fernanda, Strozzi ; Bojan, Srbinoski.
    In: Asia-Pacific Journal of Risk and Insurance.
    RePEc:bpj:apjrin:v:14:y:2020:i:2:p:46:n:2.

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  14. Optimal Equilibria for Multi-dimensional Time-inconsistent Stopping Problems. (2020). Wang, Zhenhua ; Huang, Yu-Jui.
    In: Papers.
    RePEc:arx:papers:2006.00754.

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  15. Optimal investment for insurance company with exponential utility and wealth-dependent risk aversion coefficient. (2019). Delong, Ukasz.
    In: Mathematical Methods of Operations Research.
    RePEc:spr:mathme:v:89:y:2019:i:1:d:10.1007_s00186-019-00659-9.

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  16. A paradox in time-consistency in the mean–variance problem?. (2019). Phillip, Sheung Chi ; Wong, Kwok Chuen ; Bensoussan, Alain.
    In: Finance and Stochastics.
    RePEc:spr:finsto:v:23:y:2019:i:1:d:10.1007_s00780-018-00381-0.

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  17. Optimal Sharing Rule for a Household with a Portfolio Management Problem. (2019). Nguyen-Huu, Adrien ; Pirvu, Traian A ; Mbodji, Oumar .
    In: CEE-M Working Papers.
    RePEc:hal:wpceem:hal-00940233.

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  18. Optimal sharing rule for a household with a portfolio management problem. (2019). Nguyen-Huu, Adrien ; Mbodji, O S ; Pirvu, T A.
    In: Mathematical Social Sciences.
    RePEc:eee:matsoc:v:101:y:2019:i:c:p:88-98.

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  19. Conditional Optimal Stopping: A Time-Inconsistent Optimization. (2019). Zhang, Yuchong ; Nutz, Marcel.
    In: Papers.
    RePEc:arx:papers:1901.05802.

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  20. Strong and Weak Equilibria for Time-Inconsistent Stochastic Control in Continuous Time. (2019). Zhou, Zhou ; Huang, Yu-Jui.
    In: Papers.
    RePEc:arx:papers:1809.09243.

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  21. Failure of Smooth Pasting Principle and Nonexistence of Equilibrium Stopping Rules under Time-Inconsistency. (2019). Yu, Xun ; Wei, Wei ; Tan, Ken Seng.
    In: Papers.
    RePEc:arx:papers:1807.01785.

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  22. Optimal Sharing Rule for a Household with a Portfolio Management Problem. (2019). Nguyen-Huu, Adrien ; Pirvu, Traian A. ; Mbodji, Oumar .
    In: Papers.
    RePEc:arx:papers:1402.1052.

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  23. Equilibrium consumption and portfolio decisions with stochastic discount rate and time-varying utility functions. (2018). Wu, Huiling ; Zeng, Yan ; Weng, Chengguo.
    In: OR Spectrum: Quantitative Approaches in Management.
    RePEc:spr:orspec:v:40:y:2018:i:2:d:10.1007_s00291-017-0502-2.

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  24. Time-consistent stopping under decreasing impatience. (2018). Nguyen-Huu, Adrien ; Huang, Yu-Jui.
    In: Finance and Stochastics.
    RePEc:spr:finsto:v:22:y:2018:i:1:d:10.1007_s00780-017-0350-6.

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  25. Optimal Sharing Rule for a Household with a Portfolio Management Problem. (2018). Nguyen-Huu, Adrien ; Pirvu, Traian A. ; Mbodji, Oumar .
    In: Working Papers.
    RePEc:hal:wpaper:hal-00940233.

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  26. How time-inconsistent preferences affect investment timing for rail transit. (2018). Guo, Qian-Wen ; Li, Zhongfei ; Schonfeld, Paul ; Chen, Shumin.
    In: Transportation Research Part B: Methodological.
    RePEc:eee:transb:v:118:y:2018:i:c:p:172-192.

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  27. Optimal Equilibria for Time-Inconsistent Stopping Problems in Continuous Time. (2018). Zhou, Zhou ; Huang, Yu-Jui.
    In: Papers.
    RePEc:arx:papers:1712.07806.

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  28. The Optimal Equilibrium for Time-Inconsistent Stopping Problems -- the Discrete-Time Case. (2018). Zhou, Zhou ; Huang, Yu-Jui.
    In: Papers.
    RePEc:arx:papers:1707.04981.

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  29. Optimal dividend strategies with time-inconsistent preferences and transaction costs in the Cramér–Lundberg model. (2017). Chen, Shumin ; Hao, Zhifeng ; Zeng, Yan.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:74:y:2017:i:c:p:31-45.

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  30. Equilibrium Dividend Strategy with Non-exponential Discounting in a Dual Model. (2016). Zeng, Yan ; Li, Zhongfei.
    In: Journal of Optimization Theory and Applications.
    RePEc:spr:joptap:v:168:y:2016:i:2:d:10.1007_s10957-015-0742-8.

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  31. Asset allocation, sustainable withdrawal, longevity risk and non-exponential discounting. (2016). Delong, Ukasz ; Chen, AN.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:71:y:2016:i:c:p:342-352.

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  32. Exponential utility maximization for an insurer with time-inconsistent preferences. (2016). Wang, Rongming ; Zhao, Qian ; Wei, Jiaqin.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:70:y:2016:i:c:p:89-104.

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  33. Optimal dividend-financing strategies in a dual risk model with time-inconsistent preferences. (2016). Chen, Shumin ; Zeng, Yan ; Deng, Yinglu ; Wang, XI.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:67:y:2016:i:c:p:27-37.

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  34. On time consistency for mean-variance portfolio selection. (2016). Vigna, Elena.
    In: Carlo Alberto Notebooks.
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  35. Comparison theorems for some backward stochastic Volterra integral equations. (2015). Yong, Jiongmin ; Wang, Tianxiao .
    In: Stochastic Processes and their Applications.
    RePEc:eee:spapps:v:125:y:2015:i:5:p:1756-1798.

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  36. Time-consistent investment strategy under partial information. (2015). Li, Yongwu ; Zhang, Ling ; Wang, Shouyang ; Qiao, Han.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:65:y:2015:i:c:p:187-197.

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  37. Finite horizon consumption and portfolio decisions with stochastic hyperbolic discounting. (2014). Wedge, Lei ; Zou, Ziran ; Chen, Shou.
    In: Journal of Mathematical Economics.
    RePEc:eee:mateco:v:52:y:2014:i:c:p:70-80.

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  38. On dividend strategies with non-exponential discounting. (2014). Wei, Jiaqin ; Wang, Rongming ; Zhao, Qian.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:58:y:2014:i:c:p:1-13.

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  39. Consumption, investment and life insurance strategies with heterogeneous discounting. (2014). Marin-Solano, Jesus ; de-Paz, Albert ; Roch, Oriol ; Navas, Jorge .
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:54:y:2014:i:c:p:66-75.

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  40. Consumption–investment strategies with non-exponential discounting and logarithmic utility. (2014). Wei, Jiaqin ; Shen, Yang ; Zhao, Qian.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:238:y:2014:i:3:p:824-835.

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  41. Optimal dividend strategies with time-inconsistent preferences. (2014). Chen, Shumin ; Li, Zhongfei ; Zeng, Yan.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:46:y:2014:i:c:p:150-172.

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  42. Linear–Quadratic Time-Inconsistent Mean Field Games. (2013). Yam, S. ; Sung, K. ; Bensoussan, A..
    In: Dynamic Games and Applications.
    RePEc:spr:dyngam:v:3:y:2013:i:4:p:537-552.

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  43. Optimal time-consistent investment and reinsurance strategies for mean–variance insurers with state dependent risk aversion. (2013). Li, Yongwu.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:53:y:2013:i:1:p:86-97.

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  44. Time-consistent investment and reinsurance strategies for mean–variance insurers with jumps. (2013). Zeng, Yan ; Li, Zhongfei ; Lai, Yongzeng.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:52:y:2013:i:3:p:498-507.

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  45. Non-constant discounting and consumption, portfolio and life insurance rules. (2013). Marin-Solano, Jesus ; Roch, Oriol ; Navas, Jorge .
    In: Economics Letters.
    RePEc:eee:ecolet:v:119:y:2013:i:2:p:186-190.

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  46. On the Dividend Strategies with Non-Exponential Discounting. (2013). Wei, Jiaqin ; Wang, Rongming ; Zhao, Qian.
    In: Papers.
    RePEc:arx:papers:1304.7878.

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  47. Optimal investment, consumption and life insurance under mean-reverting returns: The complete market solution. (2012). Zhang, Huayue ; Pirvu, Traian A..
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:51:y:2012:i:2:p:303-309.

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  48. Consumption, investment and life insurance strategies with heterogeneous discounting. (2012). Marin-Solano, Jesus ; de-Paz, Albert ; Roch, Oriol ; Navas, Jorge .
    In: Working Papers in Economics.
    RePEc:bar:bedcje:2012277.

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