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浏览/检索结果: 共12条，第1-10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 A mean-field formulation for multi-period asset-liability mean-variance portfolio selection with an uncertain exit time 期刊论文 2018, 卷号: 69, 期号: 4, 页码: 487 作者:  Cui, Xiangyu[1];  Li, Xun[2];  Wu, Xianping[3];  Yi, Lan[4] 收藏  |  浏览/下载：7/0  |  提交时间：2019/12/17 Time consistent behavioral portfolio policy for dynamic mean-variance formulation 期刊论文 JOURNAL OF THE OPERATIONAL RESEARCH SOCIETY, 2017, 卷号: 68, 页码: 1647-1660 作者:  Cui, Xiangyu[1];  Li, Xun[2];  Li, Duan[3];  Shi, Yun[4] 收藏  |  浏览/下载：8/0  |  提交时间：2019/04/24 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, 页码: 357-372 作者:  Cui, Xiangyu[1];  Shi, Yun[2];  Xu, Lu[3] 收藏  |  浏览/下载：8/0  |  提交时间：2019/04/24 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, 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   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[1];  Li, Duan[2];  Shi, Yun[3] 收藏  |  浏览/下载：34/0  |  提交时间：2019/04/24 Time inconsistency  Self-coordination  Two-tier planner-doer game framework  Commitment by punishment  Cost of self-coordination  Dynamic mean-variance formulation   Dynamic Revised Mean-Variance Policy in a Market without Riskless Asset 会议论文 28th Chinese Control and Decision Conference, 2016-01-01 作者:  Gao, Yiqing[1];  Cui, Xiangyu[2];  Shi, Yun[3];  Peng, Liumeng[4] 收藏  |  浏览/下载：2/0  |  提交时间：2019/04/26 multi-period mean-variance model  time inconsistent in efficiency  revised policy   Optimal Multi-period Mean-Variance Policy with Management Costs 会议论文 27th Chinese Control and Decision Conference (CCDC), 2015-01-01 作者:  Cui, Xiangyu[1];  Gao, Jianjun[2];  Shi, Yun[3] 收藏  |  浏览/下载：3/0  |  提交时间：2019/04/26 multi-period mean-variance model  proportional management costs  duality theory   Discrete-time behavioral portfolio selection under cumulative prospect theory 期刊论文 JOURNAL OF ECONOMIC DYNAMICS & CONTROL, 2015, 卷号: 61, 页码: 283-302 作者:  Shi, Yun[1];  Cui, Xiangyu[2];  Li, Duan[3] 收藏  |  浏览/下载：3/0  |  提交时间：2019/04/26 Multi-period portfolio selection  S-shaped utility  Probability weighting  Time consistent policy  Two-fund separation  Non-participation puzzle and horizon effect   Behavioral Portfolio Optimization with Social Reference Point 会议论文 3rd International Conference on Modelling, Computation and Optimization in Information Systems and Management Sciences (MCO), 2015-01-01 作者:  Shi, Yun[1];  Li, Duan[2];  Cui, Xiangyu[3] 收藏  |  浏览/下载：2/0  |  提交时间：2019/04/30 Portfolio optimization  reference point  prospect theory  social comparison  relative wealth concern   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