CORC

在结果中检索

CORC

浏览/检索结果: 共43条，第1-10条 帮助

已选(0)清除 条数/页：   排序方式：
Credit portfolio selection with decaying contagion intensities 期刊论文
MATHEMATICAL FINANCE, 2019, 卷号: 29, 期号: 1, 页码: 137-173
作者:  Bo, Lijun;  Capponi, Agostino;  Chen, Peng-Chu
收藏  |  浏览/下载：7/0  |  提交时间：2020/03/31
Semi-analytical solutions for dynamic portfolio choice in jump-diffusion models and the optimal bond-stock mix 期刊论文
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 2018, 卷号: 265, 页码: 389-398
作者:  Hong, Yi;  Jin, Xing
收藏  |  浏览/下载：5/0  |  提交时间：2019/11/26
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
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
Equilibrium Investment Strategy for a DC Plan With Partial Information and Mean-Variance Criterion 期刊论文
IEEE SYSTEMS JOURNAL, 2017, 卷号: 11, 期号: 3, 页码: 1492-1504
作者:  Li, Yongwu;  Wang, Shouyang;  Zeng, Yan;  Qiao, Han
收藏  |  浏览/下载：11/0  |  提交时间：2018/07/30
MEAN-VARIANCE POLICY FOR DISCRETE-TIME CONE-CONSTRAINED MARKETS: TIME CONSISTENCY IN EFFICIENCY AND THE MINIMUM-VARIANCE SIGNED SUPERMARTINGALE MEASURE 期刊论文
MATHEMATICAL FINANCE, 2017, 卷号: 27, 期号: 2, 页码: 471-504
作者:  Cui, Xiangyu;  Li, Duan;  Li, Xun
收藏  |  浏览/下载：3/0  |  提交时间：2019/08/22
Self-coordination in time inconsistent stochastic decision problems: A planner-doer game framework 期刊论文
JOURNAL OF ECONOMIC DYNAMICS & CONTROL, 2017, 卷号: 75, 页码: 91-113
作者:  Cui, Xiangyu;  Li, Duan;  Shi, Yun
收藏  |  浏览/下载：31/0  |  提交时间：2019/08/22
Dynamic mean-VaR portfolio selection in continuous time 期刊论文
QUANTITATIVE FINANCE, 2017, 卷号: 17, 期号: 10, 页码: 1631-1643
作者:  Zhou, Ke;  Gao, Jiangjun;  Li, Duan;  Cui, Xiangyu
收藏  |  浏览/下载：6/0  |  提交时间：2019/08/22
Recursive risk measures under regime switching applied to portfolio selection 期刊论文
QUANTITATIVE FINANCE, 2017, 卷号: 17, 页码: 1457-1476
作者:  Chen, Zhiping;  Liu, Jia;  Hui, Yongchang
收藏  |  浏览/下载：5/0  |  提交时间：2019/11/26

©版权所有 ©2017 CSpace - Powered by CSpace