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Equilibrium Investment Strategy for a DC Plan With Partial Information and Mean-Variance Criterion 期刊论文
IEEE SYSTEMS JOURNAL, 2017, 卷号: 11, 期号: 3, 页码: 1492-1504
作者:  Li, Yongwu;  Wang, Shouyang;  Zeng, Yan;  Qiao, Han
收藏  |  浏览/下载：117/0  |  提交时间：2018/07/30
Dynamic equilibrium  dynamic programming  Kalman filters  optimal control  portfolios  
Time-consistent investment strategy under partial information 期刊论文
INSURANCE MATHEMATICS & ECONOMICS, 2015, 卷号: 65, 页码: 187-197
作者:  Li, Yongwu;  Qiao, Han;  Wang, Shouyang;  Zhang, Ling
收藏  |  浏览/下载：105/0  |  提交时间：2018/07/30
Time inconsistency  Mean-variance  Partial information  Equilibrium strategy  Extended HJB system of equations  
Multi-Attribute Portfolio Selection with Genetic Optimization Algorithms 期刊论文
INFOR, 2009, 卷号: 47, 期号: 1, 页码: 23-30
作者:  Yu, Lean;  Wang, Shouyang;  Lai, Kin Keung
收藏  |  浏览/下载：100/0  |  提交时间：2018/07/30
Multi-attribute portfolio selection  asset quality evaluation  asset allocation  mean-variance model  genetic algorithm  
Continuous-time portfolio selection with liability: Mean-variance model and stochastic LQ approach 期刊论文
INSURANCE MATHEMATICS & ECONOMICS, 2008, 卷号: 42, 期号: 3, 页码: 943-953
作者:  Xie, Shuxiang;  Li, Zhongfei;  Wang, Shouyang
收藏  |  浏览/下载：120/0  |  提交时间：2018/07/30
portfolio selection  asset-liability management  continuous-time  mean-variance model  stochastic linear-quadratic control  
A mixed R&D projects and securities portfolio selection model 期刊论文
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 2008, 卷号: 185, 期号: 2, 页码: 700-715
作者:  Fang, Yong;  Chen, Lihua;  Fukushima, Masao
收藏  |  浏览/下载：83/0  |  提交时间：2018/07/30
portfolio selection  R&D project portfolio selection  semi-absolute deviation risk function  mixed-integer stochastic programming problem  
A double-stage genetic optimization algorithm for portfolio selection 期刊论文
NEURAL INFORMATION PROCESSING, PT 3, PROCEEDINGS, 2006, 卷号: 4234, 页码: 928-937
作者:  Lai, Kin Keung;  Yu, Lean;  Wang, Shouyang;  Zhou, Chengxiong
收藏  |  浏览/下载：77/0  |  提交时间：2018/07/30
Multiperiod portfolio selection on a minimax rule 期刊论文
DYNAMICS OF CONTINUOUS DISCRETE AND IMPULSIVE SYSTEMS-SERIES B-APPLICATIONS & ALGORITHMS, 2005, 卷号: 12, 期号: 4, 页码: 565-587
作者:  Yu, M;  Wang, SY;  Lai, KK;  Chao, X
收藏  |  浏览/下载：110/0  |  提交时间：2018/07/30
portfolio optimization  minimax rule  bicriteria piecewise linear program  dynamic programming  
A fuzzy mixed projects and securities portfolio selection model 期刊论文
FUZZY SYSTEMS AND KNOWLEDGE DISCOVERY, PT 2, PROCEEDINGS, 2005, 卷号: 3614, 页码: 931-940
作者:  Fang, Y;  Lai, KK;  Wang, SY
收藏  |  浏览/下载：81/0  |  提交时间：2018/07/30