✦ LIBER ✦

Time-inconsistency of VaR and time-consistent alternatives

✍ Scribed by Patrick Cheridito; Mitja Stadje

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Time-inconsistent preferences and time-i

✍ Guo, Nick L.; Caliendo, Frank N. 📂 Article 📅 2014 🏛 Elsevier Science 🌐 English ⚖ 401 KB

The Time Inconsistency of Delegation-Bas

✍ Florin O. Bilbiie 📂 Article 📅 2011 🏛 Springer 🌐 English ⚖ 573 KB

Time inconsistency and retirement planni

✍ Caliendo, Frank N.; Findley, T. Scott 📂 Article 📅 2013 🏛 Elsevier Science 🌐 English ⚖ 319 KB

TIME CONSISTENCY IN ALTERNATING-MOVE POL

✍ IN-KOO CHO; AKIHIKO MATSUI 📂 Article 📅 2005 🏛 John Wiley and Sons 🌐 English ⚖ 186 KB

Interacting mechanisms of time inconsist

✍ Findley, T. Scott; Caliendo, Frank N. 📂 Article 📅 2014 🏛 Elsevier Science 🌐 English ⚖ 515 KB

An Investigation of Time Inconsistency

✍ Sayman, Serdar; Öncüler, Ayse 📂 Article 📅 2009 🏛 INFORMS 🌐 English ⚖ 141 KB