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科研机构
山东大学 [5]
上海财经大学 [3]
数学与系统科学研究院 [1]
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期刊论文 [9]
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2019 [2]
2018 [1]
2016 [1]
2015 [1]
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2012 [1]
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内容类型:期刊论文
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Intertemporal optimal portfolio choice based on labor income within shadow costs of incomplete information and short sales
期刊论文
ANNALS OF OPERATIONS RESEARCH, 2019, 卷号: 281, 期号: 1-2, 页码: 397-422
作者:
Bellalah, Mondher
;
Xu, Yaosheng
;
Zhang, Detao
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  |  
浏览/下载:12/0
  |  
提交时间:2019/12/11
Optimal portfolio choice
Information cost
Short sales
Consumption
Labor income
Analytic hierarchy process
The corporate optimal portfolio and consumption choice problem in trade project with borrowing rate higher than deposit rate
期刊论文
Chinese Control Conference, CCC, 2019, 卷号: 2019-July, 页码: 1375-1380
作者:
Zhang, Panpan
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  |  
浏览/下载:10/0
  |  
提交时间:2019/12/11
Consumption/Investment Optimization
Dynamic Programming Principle
HARA
HJB Equation
Intertemporal optimal portfolio choice based on labor income within shadow costs of incomplete information and short sales
期刊论文
Annals of Operations Research, 2018, 页码: 1-26
作者:
Bellalah M.
;
Xu Y.
;
Zhang D.
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  |  
浏览/下载:10/0
  |  
提交时间:2019/12/11
Analytic hierarchy process
Consumption
Information cost
Labor income
Optimal portfolio choice
Short sales
Optimal life insurance with no-borrowing constraints: duality approach and example
期刊论文
SCANDINAVIAN ACTUARIAL JOURNAL, 2016, 期号: 9, 页码: 793-816
作者:
Zeng, Xudong
;
Carson, James M.
;
Chen, Qihong
;
Wang, Yuling
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  |  
浏览/下载:5/0
  |  
提交时间:2019/08/22
portfolio choice
constraint
life insurance
martingale
duality approach
D91
G11
Dynamic Portfolio Choice with Stochastic Wage and Life Insurance
期刊论文
NORTH AMERICAN ACTUARIAL JOURNAL, 2015, 卷号: 19, 期号: 4, 页码: 256-272
作者:
Zeng, Xudong
;
Wang, Yuling
;
Carson, James
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  |  
浏览/下载:2/0
  |  
提交时间:2019/08/22
Dynamic Capacity Investment with Two Competing Technologies
期刊论文
M&SOM-MANUFACTURING & SERVICE OPERATIONS MANAGEMENT, 2013, 卷号: 15, 期号: 4, 页码: 616-629
作者:
Wang, Wenbin
;
Ferguson, Mark E.
;
Hu, Shanshan
;
Souza, Gilvan C.
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  |  
浏览/下载:3/0
  |  
提交时间:2019/08/22
sustainable operations
dynamic capacity investment
technology choice
Optimal portfolio of corporate investment and consumption under market closure
期刊论文
International Journal of Business, 2012, 卷号: 17, 期号: 1, 页码: 25-38
作者:
Zhang D.
;
Zhang T.
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  |  
浏览/下载:2/0
  |  
提交时间:2019/12/23
Consumption choice
Corporate project
Market closure
Optimal investment
The corporate optimal portfolio and consumption choice problem in the real project with borrowing rate higher than deposit rate
期刊论文
APPLIED MATHEMATICS AND COMPUTATION, 2006, 卷号: 175, 期号: 2, 页码: 1596-1608
作者:
Wu, Z
;
Zhang, L
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  |  
浏览/下载:2/0
  |  
提交时间:2020/01/03
consumption/investment optimization
dynamic programming principle
HJB
equations
stochastic control
hyperbolic absolute risk aversion
Portfolio and consumption decisions with the consumption habit constraints
期刊论文
NONLINEAR ANALYSIS-THEORY METHODS & APPLICATIONS, 2005, 卷号: 63, 期号: 5-7, 页码: E2335-E2346
作者:
Cheng, Bing
;
Wei, Xianhua
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  |  
浏览/下载:11/0
  |  
提交时间:2018/07/30
Investment
Consumption habit
Intertemporal asset pricing
Portfolio insurance
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