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浏览/检索结果: 共5条，第1-5条 帮助 限定条件 发表日期：2016     已选(0)清除 条数/页：5101520253035404550556065707580859095100   排序方式：请选择作者升序作者降序题名升序题名降序发表日期升序发表日期降序提交时间升序提交时间降序 Multi-period mean variance portfolio selection under incomplete information 期刊论文 APPLIED STOCHASTIC MODELS IN BUSINESS AND INDUSTRY, 2016, 卷号: 32, 期号: 6, 页码: 753-774 作者:  Zhang, Ling;  Li, Zhongfei;  Xu, Yunhui;  Li, Yongwu 收藏  |  浏览/下载：26/0  |  提交时间：2018/07/30 hidden Markov chain  regime switching  sufficient statistics  portfolio optimization   Dynamic Revised Mean-Variance Policy in a Market without Riskless Asset 会议论文 作者:  Gao, Yiqing;  Cui, Xiangyu;  Shi, Yun;  Peng, Liumeng 收藏  |  浏览/下载：3/0  |  提交时间：2019/08/22 multi-period mean-variance model  time inconsistent in efficiency  revised policy   Composite time-consistent multi-period risk measure and its application in optimal portfolio selection 期刊论文 TOP, 2016, 卷号: 24, 期号: [db:dc_citation_issue], 页码: 515-540 作者:  Chen, Zhiping;  Liu, Jia;  Li, Gang;  Yan, Zhe 收藏  |  浏览/下载：9/0  |  提交时间：2019/12/02 Risk management  Scenario tree  Time consistency  Multi-period risk measure  Portfolio selection   Multi-period mean-variance portfolio selection with stochastic interest rate and uncontrollable liability 期刊论文 European Journal of Operational Research, 2016, 卷号: Vol.252 No.3, 页码: 837-851 作者:  Yao, Haixiang;  Li, Zhongfei;  Li, Duan 收藏  |  浏览/下载：10/0  |  提交时间：2019/03/04 Stochastic interest rate  Multi-period mean-variance portfolio selection  Uncontrollable liability  Dynamic programming  Lagrangian duality   Multi-period mean variance portfolio selection under incomplete information 期刊论文 APPLIED STOCHASTIC MODELS IN BUSINESS AND INDUSTRY, 2016, 卷号: 32, 期号: 6, 页码: 753-774 作者:  Zhang, Ling;  Li, Zhongfei;  Xu, Yunhui;  Li, Yongwu 收藏  |  浏览/下载：4/0  |  提交时间：2019/12/16 hidden Markov chain  regime switching  sufficient statistics  portfolio  optimization