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兰州财经大学机构知识库
Lanzhou University of Finance and Economics. All
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Research on Distributed Vertical Frequent Pattern Mining Method Based on Metadata Integration
会议论文
Journal of Physics: Conference Series, Tianjin, China, 2019-11-22 - 2019-11-24
作者:
Sun, Li
;
Guo, Li
;
Tian, Huan
收藏
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浏览/下载:91/0
  |  
提交时间:2021/03/24
Digital storage
Metadata
Power control
Power electronics
Data application
Frequent pattern mining
Information industry
Integration technologies
Intelligent data minings
Metadata integration
Social development
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:47/0
  |  
提交时间:2023/04/04
Ambiguity-averse investor
robust optimal control
constant elasticity of variance
power utility
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:127/0
  |  
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, 卷号: 19, 期号: 10, 页码: 7540-7564
作者:
Sun, Jingyun
;
Yao, Haixiang
;
Li, Zhongfei
收藏
  |  
浏览/下载:89/0
  |  
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