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CORC

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Time-consistent and self-coordination strategies for multi-period mean-Conditional Value-at-Risk portfolio selection 期刊论文
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 2019, 卷号: 276, 期号: 2, 页码: 781-789
作者:  Cui, Xiangyu;  Gao, Jianjun;  Shi, Yun;  Zhu, Shushang
收藏  |  浏览/下载：37/0  |  提交时间：2019/08/22
Portfolio choice with skewness preference and wealth-dependent risk aversion 期刊论文
QUANTITATIVE FINANCE, 2019
作者:  Mu, Congming;  Tian, Weidong;  Yang, Jinqiang
收藏  |  浏览/下载：21/0  |  提交时间：2019/08/22
Investment and financing choices by time-inconsistent managers 期刊论文
NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, 2018, 卷号: 46, 页码: 29-48
作者:  Gan, Liu;  Xia, Xin;  Chen, Yifei
收藏  |  浏览/下载：6/0  |  提交时间：2019/08/22
Investment and Exit under Uncertainty with Utility from Anticipation 期刊论文
INTERNATIONAL REVIEW OF FINANCE, 2018, 卷号: 18, 期号: 3, 页码: 359-377
作者:  Du, Jianjun;  Yang, Jinqiang;  Zou, Zhentao
收藏  |  浏览/下载：5/0  |  提交时间：2019/08/22
Time-Consistent Portfolio Policy for Asset-Liability Mean-Variance Model with State-Dependent Risk Aversion 期刊论文
JOURNAL OF THE OPERATIONS RESEARCH SOCIETY OF CHINA, 2018, 卷号: 6, 期号: 1, 页码: 175-188
作者:  Peng, Liu-Meng;  Cui, Xiang-Yu;  Shi, Yun
收藏  |  浏览/下载：3/0  |  提交时间：2019/08/22
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
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
Dynamic agency and investment theory with time-inconsistent preferences 期刊论文
FINANCE RESEARCH LETTERS, 2017, 卷号: 20, 页码: 88-95
作者:  Liu, Bo;  Mu, Congming;  Yang, Jinqiang
收藏  |  浏览/下载：2/0  |  提交时间：2019/08/22
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 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

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