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Expected Utility Maximization with Stochastic Dominance Constraints in Complete Markets 期刊论文
SIAM JOURNAL ON FINANCIAL MATHEMATICS, 2021, 卷号: 12, 期号: 3, 页码: 1054-1111
作者:  Wang, Xiangyu;  Xia, Jianming
收藏  |  浏览/下载:4/0  |  提交时间:2022/04/02
Arrow-Debreu equilibria for rank-dependent utilities with heterogeneous probability weighting 期刊论文
MATHEMATICAL FINANCE, 2019, 卷号: 29, 期号: 3, 页码: 898-927
作者:  Jin, Hanqing;  Xia, Jianming;  Zhou, Xun Yu
收藏  |  浏览/下载:79/0  |  提交时间:2020/01/10
Classification of wind use level and required investment for countries below average to upgrade 期刊论文
JOURNAL OF CLEANER PRODUCTION, 2019, 卷号: 211, 页码: 1427-1433
作者:  Liu, Yang;  Cui, Huijuan;  Ge, Quansheng
收藏  |  浏览/下载:41/0  |  提交时间:2019/05/22
A kind of stochastic recursive Zero-Sum differential game problem with double obstacles constraint 期刊论文
Communications in Statistics - Theory and Methods, 2019
作者:  Wu Z.;  Xu Z.
收藏  |  浏览/下载:7/0  |  提交时间:2019/12/11
Timing the market: the economic value of price extremes 期刊论文
Financial Innovation, 2018, 卷号: 4, 期号: 1
作者:  Xie,Haibin;  Wang,Shouyang
收藏  |  浏览/下载:14/0  |  提交时间:2018/11/16
Optimal portfolio choices and the determination of housing rents under housing market uncertainty 期刊论文
JOURNAL OF HOUSING ECONOMICS, 2018, 卷号: 41, 页码: 200-217
作者:  Fan, Gang-Zhi;  Pu, Ming;  Deng, Xiaoying;  Ong, Seow Eng
收藏  |  浏览/下载:3/0  |  提交时间:2019/08/22
Financial Security and Optimal Scale of Foreign Exchange Reserve in China 期刊论文
SUSTAINABILITY, 2018, 卷号: 10, 期号: 6
作者:  Zhou, Guangyou;  Yan, Xiaoxuan;  Luo, Sumei
收藏  |  浏览/下载:9/0  |  提交时间:2019/08/22
RECURSIVE UTILITY OPTIMIZATION WITH CONCAVE COEFFICIENTS 期刊论文
MATHEMATICAL CONTROL AND RELATED FIELDS, 2018, 卷号: 8, 期号: 3-4, 页码: 753-775
作者:  Ji, Shaolin;  Shi, Xiaomin
收藏  |  浏览/下载:3/0  |  提交时间:2019/12/11
Near-maximum principle for general recursive utility optimal control problem 期刊论文
INTERNATIONAL JOURNAL OF CONTROL, 2018, 卷号: 91, 期号: 10, 页码: 2187-2198
作者:  Yang, Shuzhen
收藏  |  浏览/下载:2/0  |  提交时间:2019/12/11
Optimal execution with uncertain order fills in Almgren-Chriss framework 其他
2017-01-01
Cheng, Xue; Di Giacinto, Marina; Wang, Tai-Ho
收藏  |  浏览/下载:5/0  |  提交时间:2017/12/03


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