中国科学院机构知识库网格系统: 检索

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	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：18/0 \| 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
	Equilibrium Investment Strategy for a DC Plan With Partial Information and Mean-Variance Criterion 期刊论文 OAI收割 IEEE SYSTEMS JOURNAL, 2017, 卷号: 11, 期号: 3, 页码: 1492-1504 作者: Li, Yongwu; Wang, Shouyang; Zeng, Yan; Qiao, Han \| 收藏 \| 浏览/下载：19/0 \| 提交时间：2018/07/30 Dynamic equilibrium dynamic programming Kalman filters optimal control portfolios
	Markowitz's portfolio optimization in an incomplete market 期刊论文 OAI收割 MATHEMATICAL FINANCE, 2006, 卷号: 16, 期号: 1, 页码: 203-216 作者: Xia, JM; Yan, JA \| 收藏 \| 浏览/下载：21/0 \| 提交时间：2018/07/30 mean-variance portfolios convex duality signed martingale measures attainable claims Levy processes
	Mean-variance portfolio choice: Quadratic partial hedging 期刊论文 OAI收割 MATHEMATICAL FINANCE, 2005, 卷号: 15, 期号: 3, 页码: 533-538 作者: Xia, JM \| 收藏 \| 浏览/下载：16/0 \| 提交时间：2018/07/30 mean-variance portfolios utility maximization partial hedging incomplete markets