검색결과 : 36건
| No. | Article |
|---|---|
| 1 |
Mean-Expectile Portfolio Selection Lin HC, Saunders D, Weng CG Applied Mathematics and Optimization, 83(3), 1585, 2021 |
| 2 |
Equilibrium Solutions of Multiperiod Mean-Variance Portfolio Selection Ni YH, Li X, Zhang JF, Krstic M IEEE Transactions on Automatic Control, 65(4), 1716, 2020 |
| 3 |
PREDICTABLE FORWARD PERFORMANCE PROCESSES: THE BINOMIAL CASE Angoshtari B, Zariphopoulou T, Zhou XY SIAM Journal on Control and Optimization, 58(1), 327, 2020 |
| 4 |
Closed-Form Optimal Portfolios of Distributionally Robust Mean-CVaR Problems with Unknown Mean and Variance Liu J, Chen ZP, Lisser A, Xu ZJ Applied Mathematics and Optimization, 79(3), 671, 2019 |
| 5 |
Explicit Solution for Constrained Scalar-State Stochastic Linear-Quadratic Control With Multiplicative Noise Wu WP, Gao JJ, Li D, Shi Y IEEE Transactions on Automatic Control, 64(5), 1999, 2019 |
| 6 |
Reversible Job-Switching Opportunities and Portfolio Selection Shim G, Koo JL, Shin YH Applied Mathematics and Optimization, 77(2), 197, 2018 |
| 7 |
Scenario tree reduction methods through clustering nodes Chen ZP, Yan Z Computers & Chemical Engineering, 109, 96, 2018 |
| 8 |
UTILITY-DEVIATION-RISK PORTFOLIO SELECTION Wong KC, Yam SCP, Zheng H SIAM Journal on Control and Optimization, 55(3), 1819, 2017 |
| 9 |
TIME-INCONSISTENT STOCHASTIC LINEAR-QUADRATIC CONTROL: CHARACTERIZATION AND UNIQUENESS OF EQUILIBRIUM Hu Y, Jin HQ, Zhou XY SIAM Journal on Control and Optimization, 55(2), 1261, 2017 |
| 10 |
Time cardinality constrained mean-variance dynamic portfolio selection and market timing: A stochastic control approach Gao JJ, Li D, Cui XY, Wang SY Automatica, 54, 91, 2015 |