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New insights and augmented Lagrangian algorithm for optimal portfolio liquidation with market impact 期刊论文
INTERNATIONAL TRANSACTIONS IN OPERATIONAL RESEARCH, 2022, 页码: 25
作者:  Xu, Fengmin;  Li, Xuepeng;  Dai, Yu-Hong;  Wang, Meihua
收藏  |  浏览/下载：13/0  |  提交时间：2023/02/07
Equilibrium Solutions of Multiperiod Mean-Variance Portfolio Selection 期刊论文
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2020, 卷号: 65, 期号: 4, 页码: 1716-1723
作者:  Ni, Yuan-Hua;  Li, Xun;  Zhang, Ji-Feng;  Krstic, Miroslav
收藏  |  浏览/下载：16/0  |  提交时间：2020/05/24
Management strategies for a defined contribution pension fund under the hybrid stochastic volatility model 期刊论文
COMPUTATIONAL & APPLIED MATHEMATICS, 2019, 卷号: 38
作者:  Mwanakatwe, Patrick Kandege;  Song, Lixin;  Hagenimana, Emmanuel;  Wang, Xiaoguang
收藏  |  浏览/下载：4/0  |  提交时间：2019/12/02
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
收藏  |  浏览/下载：12/0  |  提交时间：2019/12/11
Disagreements with noisy signals and asset pricing 期刊论文
The North American Journal of Economics and Finance, 2019, 页码: 101062
作者:  Hailong Wang;  Duni Hu;  Chaoqun Ma;  Fengchao Cheng
收藏  |  浏览/下载：11/0  |  提交时间：2019/12/17
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
Portfolio selection and risk investment under the hesitant fuzzy environment 期刊论文
Knowledge-Based Systems, 2018, 卷号: Vol.144, 页码: 21-31
作者:  Zhou, W.;  Xu, Z.
收藏  |  浏览/下载：3/0  |  提交时间：2019/02/25
A Maximum Principle for Fully Coupled Forward-Backward Stochastic Control System Driven by Levy Process with Terminal State Constraints 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2018, 卷号: 31, 期号: 4, 页码: 859-874
作者:  Huang, Hong;  Wang, Xiangrong;  Liu, Meijuan
收藏  |  浏览/下载：4/0  |  提交时间：2019/12/11
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.
收藏  |  浏览/下载：10/0  |  提交时间：2019/12/11

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