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浏览/检索结果: 共7条，第1-7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 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 Portfolio selection  defined contribution pension fund  multi-period mean-variance model  uncertainty theory   Multi-period mean-variance portfolio selection with stochastic interest rate and uncontrollable liability 期刊论文 European Journal of Operational Research, 2016, 卷号: Vol.252 No.3, 页码: 837-851 作者:  Yao, Haixiang;  Li, Zhongfei;  Li, Duan 收藏  |  浏览/下载：10/0  |  提交时间：2019/03/04 Stochastic interest rate  Multi-period mean-variance portfolio selection  Uncontrollable liability  Dynamic programming  Lagrangian duality   Indefinite Mean-Field Stochastic Linear-Quadratic Optimal Control 期刊论文 IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2015, 卷号: 60, 期号: 7, 页码: 1786-1800 作者:  Ni, Yuan-Hua;  Zhang, Ji-Feng;  Li, Xun 收藏  |  浏览/下载：25/0  |  提交时间：2018/07/30 Indefinite stochastic linear-quadratic optimal control  mean-field theory  multi-period mean-variance portfolio selection   Time cardinality constrained mean-variance dynamic portfolio selection and market timing: A stochastic control approach 期刊论文 AUTOMATICA, 2015, 卷号: 54, 页码: 91-99 作者:  Gao, Jianjun;  Li, Duan;  Cui, Xiangyu;  Wang, Shouyang 收藏  |  浏览/下载：6/0  |  提交时间：2019/08/22 Multi-period portfolio selection  Multi-period mean-variance formulation  Stochastic control  Cardinality constraint  Market timing   A mean-field formulation for optimal multi-period mean-variance portfolio selection with an uncertain exit time 期刊论文 OPERATIONS RESEARCH LETTERS, 2014, 卷号: 42, 期号: 8, 页码: 489-494 作者:  Yi, Lan;  Wu, Xianping;  Li, Xun;  Cui, Xiangyu 收藏  |  浏览/下载：2/0  |  提交时间：2019/08/22 Mean-field formulation  Multi-period portfolio selection  Multi-period mean-variance formulation  Uncertain exit time   Unified Framework of Mean-Field Formulations for Optimal Multi-Period Mean-Variance Portfolio Selection 期刊论文 IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2014, 卷号: 59, 期号: 7, 页码: 1833-1844 作者:  Cui, Xiangyu;  Li, Xun;  Li, Duan 收藏  |  浏览/下载：7/0  |  提交时间：2019/08/22 Stochastic optimal control  mean-field formulation  multi-period mean-variance (MV) portfolio selection  intertemporal restrictions  risk control over bankruptcy   Optimal multi-period mean-variance policy under no-shorting constraint 期刊论文 EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 2014, 卷号: 234, 期号: 2, 页码: 459-468 作者:  Cui, Xiangyu;  Gao, Jianjun;  Li, Xun;  Li, Duan 收藏  |  浏览/下载：3/0  |  提交时间：2019/08/22 Multi-period portfolio selection  Multi-period mean-variance formulation  Expected utility maximization  No-shorting