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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:39/0  |  提交时间:2019/08/22
Dynamic Agency and Investment Theory under Model Uncertainty 期刊论文
INTERNATIONAL REVIEW OF FINANCE, 2019, 卷号: 19, 期号: 2, 页码: 447-458
作者:  Niu, Yingjie;  Yang, Jinqiang;  Zou, Zhentao
收藏  |  浏览/下载:12/0  |  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:26/0  |  提交时间:2019/08/22
Investment-based optimal capital structure 期刊论文
APPLIED ECONOMICS, 2019, 卷号: 51, 期号: 9, 页码: 972-981
作者:  Jiang, Jinglu;  Xia, Xin;  Yang, Jinqiang
收藏  |  浏览/下载:6/0  |  提交时间:2019/08/22
Optimal consumption-portfolio rules with biased beliefs 期刊论文
ECONOMICS LETTERS, 2018, 卷号: 173, 页码: 152-157
作者:  Hou, Shehong;  Niu, Yingjie;  Yang, Jinqiang
收藏  |  浏览/下载:4/0  |  提交时间:2019/08/22
Investment and financing choices by time-inconsistent managers 期刊论文
NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, 2018, 卷号: 46, 页码: 29-48
作者:  Gan, Liu;  Xia, Xin;  Chen, Yifei
收藏  |  浏览/下载:6/0  |  提交时间:2019/08/22
Dynamic Asset Allocation with Uncertain Jump Risks: A Pathwise Optimization Approach 期刊论文
MATHEMATICS OF OPERATIONS RESEARCH, 2018, 卷号: 43, 期号: 2, 页码: 347-376
作者:  Jin, Xing;  Luo, Dan;  Zeng, Xudong
收藏  |  浏览/下载:7/0  |  提交时间:2019/08/22
A capacity-investment model of wind power with uncertain supply-price under high penetration rate 期刊论文
JOURNAL OF CLEANER PRODUCTION, 2018, 卷号: 178, 页码: 917-926
作者:  Kong, Lingcheng;  Li, Zhong;  Liang, Ling;  Xia, Yu;  Xie, Jiaping
收藏  |  浏览/下载:3/0  |  提交时间:2019/08/22
Non-zero-sum stochastic differential reinsurance and investment games with default risk 期刊论文
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 2018, 卷号: 264, 期号: 3, 页码: 1144-1158
作者:  Deng, Chao;  Zeng, Xudong;  Zhu, Huiming
收藏  |  浏览/下载:7/0  |  提交时间:2019/08/22
Investment timing and optimal capital structure under liquidity risk 期刊论文
EUROPEAN JOURNAL OF FINANCE, 2018, 卷号: 24, 期号: 11, 页码: 889-908
作者:  Wang, Huamao;  Xu, Qing;  Yang, Jinqiang
收藏  |  浏览/下载:3/0  |  提交时间:2019/08/22


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