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浏览/检索结果: 共5条，第1-5条 帮助 限定条件 发表日期：2017    专题：上海财经大学    第一署名单位    第一作者单位    通讯作者单位     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 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 investment analysis  state-dependent risk aversion  dynamic mean-variance formulation  time consistency  behavioral portfolio policy   Alleviating Time Inconsistent Behaviors via a Competition Scheme 期刊论文 NAVAL RESEARCH LOGISTICS, 2017, 卷号: 64, 期号: 5, 页码: 357-372 作者:  Cui, Xiangyu;  Shi, Yun;  Xu, Lu 收藏  |  浏览/下载：7/0  |  提交时间：2019/08/22 game theory  time inconsistency  quasi-hyperbolic discounting  present bias  winner-takes-all competition   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   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 Time inconsistency  Self-coordination  Two-tier planner-doer game framework  Commitment by punishment  Cost of self-coordination  Dynamic mean-variance formulation   Time Inconsistency and Self-Control Optimization Problems: Progress and Challenges 专著章节 出自: OPTIMIZATION AND CONTROL FOR SYSTEMS IN THE BIG-DATA ERA: THEORY AND APPLICATIONS, 233 SPRING STREET, NEW YORK, NY 10013, UNITED STATES:SPRINGER, 2017, 页码: 33-42 作者:  Shi, Yun;  Cui, Xiangyu 收藏  |  浏览/下载：4/0  |  提交时间：2019/08/22 Time inconsistency  Self-control  Present bias  Non-separable problem  Quasi-hyperbolic discounting function  Dynamic portfolio optimization