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References

1955Myopia and Inconsistency in Dynamic Utility Maximization2,834 cited
1973Myopia and Inconsistency in Dynamic Utility Maximization2,743 cited
2000Continuous-Time Mean-Variance Portfolio Selection: A Stochastic LQ Framework1,009 cited
2010Dynamic Mean-Variance Asset Allocation593 cited
1968Consistent Planning384 cited
2010A General Theory of Markovian Time Inconsistent Stochastic Control Problems344 cited
2009Consumption and portfolio rules for time-inconsistent investors104 cited

2011Inconsistent Investment and Consumption Problems42 cited
2014Time-Consistent Investment-Reinsurance Strategies Towards Joint Interests of the Insurer and the Reinsurer Under CEV Models42 cited
2015Time-consistent reinsurance–investment strategy for a mean–variance insurer under stochastic interest rate model and inflation risk41 cited
2015Nash equilibrium strategy for a multi-period mean–variance portfolio selection problem with regime switching35 cited
2013Time-Consistent Strategies for a Multiperiod Mean-Variance Portfolio Selection Problem27 cited
2021Mean–variance investment and risk control strategies — A time-consistent approach via a forward auxiliary process21 cited
2014Complete markets do not allow free cash flow streams

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20 cited