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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：90/0  |  提交时间：2023/06/25
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：128/0  |  提交时间：2023/05/31
The optimal investment strategy for DC pension plan with a dynamic investment target 期刊论文
Xitong Gongcheng Lilun yu Shijian/System Engineering Theory and Practice, 2017, 卷号: 37, 期号: 9, 页码: 2209-2221
作者:  Sun, Jingyun;  Li, Zhongfei;  Li, Yongwu
收藏  |  浏览/下载：89/0  |  提交时间：2021/03/24