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• 数学与系统科学研究... [10]

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• OAI收割 [10]

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• 期刊论文 [10]

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• 2020 [1]
• 2019 [1]
• 2015 [2]
• 2012 [1]
• 2009 [2]
• 2008 [1]
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浏览/检索结果: 共10条，第1-10条 帮助 条数/页： 5101520253035404550556065707580859095100 排序方式： 请选择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作者升序作者降序 Equilibrium Solutions of Multiperiod Mean-Variance Portfolio Selection 期刊论文  OAI收割 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：21/0  |  提交时间：2020/05/24 Portfolios  Optimal control  Nickel  Covariance matrices  Optimization  Indexes  Multiperiod mean-variance portfolio selection  stochastic linear-quadratic (LQ) control  time inconsistency   Portfolio selection under uncertainty by the ordered modular average operator 期刊论文  OAI收割 FUZZY OPTIMIZATION AND DECISION MAKING, 2019, 卷号: 18, 期号: 1, 页码: 1-14 作者:  Li, Hong-Quan;  Yi, Zhi-Hong;  Fang, Yong   |  收藏  |  浏览/下载：56/0  |  提交时间：2019/04/02 Aggregation operator  Portfolio selection  The mean-variance model  The ordered modular averages  The ordered weighted averages   Classical mean-variance model revisited: pseudo efficiency 期刊论文  OAI收割 JOURNAL OF THE OPERATIONAL RESEARCH SOCIETY, 2015, 卷号: 66, 期号: 10, 页码: 1646-1655 作者:  Cui, Xiangyu;  Duan, Li;  Yan, Jiaan   |  收藏  |  浏览/下载：24/0  |  提交时间：2018/07/30 mean-variance portfolio selection  minimum cost policy  binding budget spending  optimal wealth management   Indefinite Mean-Field Stochastic Linear-Quadratic Optimal Control 期刊论文  OAI收割 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：35/0  |  提交时间：2018/07/30 Indefinite stochastic linear-quadratic optimal control  mean-field theory  multi-period mean-variance portfolio selection   A new look at the Lagrange method for continuous-time stochastic optimization 期刊论文  OAI收割 SCIENCE CHINA-MATHEMATICS, 2012, 卷号: 55, 期号: 11, 页码: 2247-2258 作者:  Cheng Xue;  Yan JiaAn   |  收藏  |  浏览/下载：37/0  |  提交时间：2021/01/14 VARIANCE PORTFOLIO SELECTION  CONSTRAINTS  stochastic optimization  Lagrange method  extremal point  optional projection  Frechet derivative  subdifferential   Multi-Attribute Portfolio Selection with Genetic Optimization Algorithms 期刊论文  OAI收割 INFOR, 2009, 卷号: 47, 期号: 1, 页码: 23-30 作者:  Yu, Lean;  Wang, Shouyang;  Lai, Kin Keung   |  收藏  |  浏览/下载：26/0  |  提交时间：2018/07/30 Multi-attribute portfolio selection  asset quality evaluation  asset allocation  mean-variance model  genetic algorithm   A class of continuous-time portfolio selection with liability under jump-diffusion processes 期刊论文  OAI收割 INTERNATIONAL JOURNAL OF CONTROL, 2009, 卷号: 82, 期号: 12, 页码: 2277-2283 作者:  Yan, Wei   |  收藏  |  浏览/下载：12/0  |  提交时间：2018/07/30 portfolio selection  asset-liability management  mean-variance criterion  discontinuous prices  VaR constraint   Continuous-time portfolio selection with liability: Mean-variance model and stochastic LQ approach 期刊论文  OAI收割 INSURANCE MATHEMATICS & ECONOMICS, 2008, 卷号: 42, 期号: 3, 页码: 943-953 作者:  Xie, Shuxiang;  Li, Zhongfei;  Wang, Shouyang   |  收藏  |  浏览/下载：20/0  |  提交时间：2018/07/30 portfolio selection  asset-liability management  continuous-time  mean-variance model  stochastic linear-quadratic control   Continuous-time mean-risk portfolio selection 期刊论文  OAI收割 ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES, 2005, 卷号: 41, 期号: 3, 页码: 559-580 作者:  Jin, HQ;  Yan, HA;  Zhou, XY   |  收藏  |  浏览/下载：23/0  |  提交时间：2018/07/30 mean-downside-risk  mean-semivariance  portfolio selection  weighted mean-variance   Risk control over bankruptcy in dynamic portfolio selection: A generalized mean-variance formulation 期刊论文  OAI收割 IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2004, 卷号: 49, 期号: 3, 页码: 447-457 作者:  Zhu, SS;  Li, D;  Wang, SY   |  收藏  |  浏览/下载：26/0  |  提交时间：2018/07/30 dynamic portfolio selection  dynamic programming  mean-variance formulation  stochastic control