CORC

在结果中检索

CORC

浏览/检索结果: 共33条，第1-10条 帮助

已选(0)清除 条数/页：   排序方式：
Multi-period portfolio selection with investor views based on scenario tree 期刊论文
APPLIED MATHEMATICS AND COMPUTATION, 2022, 卷号: 418, 页码: 14
作者:  Zhao, Daping;  Bai, Lin;  Fang, Yong;  Wang, Shouyang
收藏  |  浏览/下载：11/0  |  提交时间：2022/06/21
Time-consistent and self-coordination strategies for multi-period mean-Conditional Value-at-Risk portfolio selection 期刊论文
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 2019, 卷号: 276, 期号: 2, 页码: 781-789
作者:  Cui, Xiangyu;  Gao, Jianjun;  Shi, Yun;  Zhu, Shushang
收藏  |  浏览/下载：37/0  |  提交时间：2019/08/22
Performance of Different Risk Indicators in a Multi-Period Polynomial Portfolio Selection Problem Based on the Credibility Measure 期刊论文
ENTROPY, 2019, 卷号: 21, 期号: 5
作者:  Zhou, Jian;  Shen, Jie;  Zhao, Ziheng;  Gu, Yujie;  Zhao, Mingxuan
收藏  |  浏览/下载：23/0  |  提交时间：2019/08/22
Time-Consistent Portfolio Policy for Asset-Liability Mean-Variance Model with State-Dependent Risk Aversion 期刊论文
JOURNAL OF THE OPERATIONS RESEARCH SOCIETY OF CHINA, 2018, 卷号: 6, 期号: 1, 页码: 175-188
作者:  Peng, Liu-Meng;  Cui, Xiang-Yu;  Shi, Yun
收藏  |  浏览/下载：3/0  |  提交时间：2019/08/22
A mean-field formulation for multi-period asset-liability mean-variance portfolio selection with an uncertain exit time 期刊论文
JOURNAL OF THE OPERATIONAL RESEARCH SOCIETY, 2018, 卷号: 69, 期号: 4, 页码: 487-499
作者:  Cui, Xiangyu;  Li, Xun;  Wu, Xianping;  Yi, Lan
收藏  |  浏览/下载：6/0  |  提交时间：2019/08/22
Time Consistent Multi-period Worst-Case Risk Measure in Robust Portfolio Selection 期刊论文
Journal of the Operations Research Society of China, 2018, 卷号: 6, 页码: 139-158
作者:  Liu, Jia;  Chen, Zhi-Ping;  Hui, Yong-Chang
收藏  |  浏览/下载：11/0  |  提交时间：2019/11/26
Time consistent multi-period robust risk measures and portfolio selection models with regime-switching 期刊论文
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 2018, 卷号: 268, 页码: 373-385
作者:  Liu, Jia;  Chen, Zhiping
收藏  |  浏览/下载：10/0  |  提交时间：2019/11/26
A mean-field formulation for multi-period asset-liability mean-variance portfolio selection with an uncertain exit time 期刊论文
2018, 卷号: 69, 期号: 4, 页码: 487
作者:  Cui, Xiangyu[1];  Li, Xun[2];  Wu, Xianping[3];  Yi, Lan[4]
收藏  |  浏览/下载：7/0  |  提交时间：2019/12/17
Portfolio selection of the defined contribution pension fund with uncertain return and salary: A multi-period mean-variance model 期刊论文
JOURNAL OF INTELLIGENT & FUZZY SYSTEMS, 2018, 卷号: 34, 页码: 2363-2371
作者:  Liu, Yali;  Yang, Meiying;  Zhai, Jia;  Bai, Manying
收藏  |  浏览/下载：6/0  |  提交时间：2019/12/30
Time consistent behavioral portfolio policy for dynamic mean-variance formulation 期刊论文
JOURNAL OF THE OPERATIONAL RESEARCH SOCIETY, 2017, 卷号: 68, 期号: 12, 页码: 1647-1660
作者:  Cui, Xiangyu;  Li, Xun;  Li, Duan;  Shi, Yun
收藏  |  浏览/下载：9/0  |  提交时间：2019/08/22

©版权所有 ©2017 CSpace - Powered by CSpace