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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 Better than pre-committed optimal mean-variance policy in a jump diffusion market 期刊论文 MATHEMATICAL METHODS OF OPERATIONS RESEARCH, 2017, 卷号: 85, 期号: 3, 页码: 327-347 作者:  Shi, Yun;  Li, Xun;  Cui, Xiangyu 收藏  |  浏览/下载：17/0  |  提交时间：2019/08/22 Mean field approach  Pre-committed optimal mean-variance policy  Jump diffusion market  Time consistency in efficiency  Semi-self-financing revised policy   Better than pre-committed optimal mean-variance policy in a jump diffusion market 期刊论文 MATHEMATICAL METHODS OF OPERATIONS RESEARCH, 2017, 卷号: 85, 页码: 327-347 作者:  Shi, Yun[1];  Li, Xun[2];  Cui, Xiangyu[3] 收藏  |  浏览/下载：16/0  |  提交时间：2019/04/24 Mean field approach  Pre-committed optimal mean-variance policy  Jump diffusion market  Time consistency in efficiency  Semi-self-financing revised policy   Multiperiod Mean-CVaR Portfolio Selection 会议论文 作者:  Cui, Xiangyu;  Shi, Yun 收藏  |  浏览/下载：5/0  |  提交时间：2019/08/22 mean-CVaR  pre-committed policy  time consistency in efficiency  time consistent policy  linear programming  integer programming   Multiperiod Mean-CVaR Portfolio Selection 会议论文 3rd International Conference on Modelling, Computation and Optimization in Information Systems and Management Sciences (MCO), 2015-01-01 作者:  Cui, Xiangyu[1];  Shi, Yun[2] 收藏  |  浏览/下载：5/0  |  提交时间：2019/04/30 mean-CVaR  pre-committed policy  time consistency in efficiency  time consistent policy  linear programming  integer programming