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Lanzhou University of Finance and Economics. All
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ROBUST OPTIMAL INVESTMENT STRATEGY FOR A DC PENSION PLAN IN THE MARKET WITH MISPRICING AND CONSTANT ELASTICITY OF VARIANCE
期刊论文
Journal of Industrial and Management Optimization, 2023, 卷号: 19, 期号: 10, 页码: 7540-7564
作者:
Sun, Jingyun
;
Yao, Haixiang
;
Li, Zhongfei
收藏
  |  
浏览/下载:86/0
  |  
提交时间:2023/06/25
Commerce
Continuous time systems
Elasticity
Financial markets
Investments
Optimization
Stochastic control systems
Strategic planning
Allocation problems
Ambiguity averse
Ambiguity-averse investor
Asset allocation
Constant elasticity of variances
Investment strategy
Optimal investments
Pension funds
Power utility
Robust-optimal controls
Sustainable household food consumption patterns in Zhangye city of heihe river
期刊论文
Advance Journal of Food Science and Technology, 2015, 卷号: 7, 期号: 2, 页码: 113-119
作者:
Hai-Yang, Shang
收藏
  |  
浏览/下载:92/0
  |  
提交时间:2021/03/24
Agricultural products
Agriculture
Costs
Cultivation
Economic analysis
Economics
Elasticity
Food supply
Fruits
Vegetables
Cross
price elasticity
Extended linear expenditure system
Fruit and vegetables
Fruits and vegetables
Household food
Income elasticities
Own
price elasticities
The marginal propensity of consumption
ROBUST OPTIMAL INVESTMENT STRATEGY FOR A DC PENSION PLAN IN THE MARKET WITH MISPRICING AND CONSTANT ELASTICITY OF VARIANCE
期刊论文
Journal of Industrial and Management Optimization, 2023, 卷号: 19, 期号: 10, 页码: 7540-7564
作者:
Sun, Jingyun
;
Yao, Haixiang
;
Li, Zhongfei
收藏
  |  
浏览/下载:121/0
  |  
提交时间:2023/05/31
Commerce
Continuous time systems
Elasticity
Financial markets
Investments
Optimization
Stochastic control systems
Strategic planning
Allocation problems
Ambiguity averse
Ambiguity-averse investor
Asset allocation
Constant elasticity of variances
Investment strategy
Optimal investments
Pension funds
Power utility
Robust-optimal controls
ROBUST OPTIMAL INVESTMENT STRATEGY FOR A DC PENSION PLAN IN THE MARKET WITH MISPRICING AND CONSTANT ELASTICITY OF VARIANCE
期刊论文
JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION, 2023
作者:
Sun, Jingyun
;
Yao, Haixiang
;
LI, Zhongfei
收藏
  |  
浏览/下载:46/0
  |  
提交时间:2023/04/04
Ambiguity-averse investor
robust optimal control
constant elasticity of variance
power utility
Impact of surface elasticity for the contact problem on tangential triangle distribution force
期刊论文
MATHEMATICS AND MECHANICS OF SOLIDS, 2017, 卷号: 22, 期号: 6, 页码: 1494-1502
作者:
Wang, Liyuan
;
Wang, Lijin
收藏
  |  
浏览/下载:83/0
  |  
提交时间:2021/03/24
Surface elasticity
contact problem
nanoscale
Fourier integral transform method
tangential triangle distribution force