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浏览/检索结果: 共4条，第1-4条 帮助 已选(0)清除 条数/页：5101520253035404550556065707580859095100   排序方式：请选择作者升序作者降序题名升序题名降序发表日期升序发表日期降序提交时间升序提交时间降序 TIME CONSISTENT POLICY OF MULTI-PERIOD MEAN-VARIANCE PROBLEM IN STOCHASTIC MARKETS 期刊论文 JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION, 2016, 卷号: 12, 期号: [db:dc_citation_issue], 页码: 229-249 作者:  Chen, Zhiping;  Liu, Jia;  Li, Gang 收藏  |  浏览/下载：3/0  |  提交时间：2019/12/02 mean-variance  policy revision  Markovian markets  Time inconsistency  Bellman's optimality principle   Time-consistent investment policies in Markovian markets: A case of mean-variance analysis 期刊论文 JOURNAL OF ECONOMIC DYNAMICS & CONTROL, 2014, 卷号: 40, 期号: [db:dc_citation_issue], 页码: 293-316 作者:  Chen, Zhiping;  Li, Gang;  Zhao, Yonggan 收藏  |  浏览/下载：4/0  |  提交时间：2019/12/03 Optimal investment policy  Lagrange multiplier method  Markovian markets  Dynamic time consistency  Mean-variance analysis   A unified approach to validating univariate and multivariate conditional distribution models in time series 期刊论文 http://dx.doi.org/10.1016/j.jeconom.2013.08.004, 2014 Chen, Bin; Hong, Yongmiao; 洪永淼 收藏  |  浏览/下载：3/0  |  提交时间：2015/07/22 STOCHASTIC VOLATILITY MODELS  GENERALIZED SPECTRAL TESTS  NUISANCE PARAMETER  INCREASING RISK  BUSINESS-CYCLE  HYPOTHESIS  HETEROSKEDASTICITY  HETEROSCEDASTICITY  DIFFUSIONS  SIMULATION   A Unified Approach to Validating Univariate and Multivariate Conditional Distribution Models in Time Series 研究报告 2013 Bin Chen; Yongmiao Hong    收藏  |  浏览/下载：11/0  |  提交时间：2013/11/08