位置：成果数据库 > 期刊 > 期刊详情页
Continuous-Time Mean-Variance Portfolio Selection under the CEV Process
  • ISSN号：1085-3375
  • 期刊名称：Abstract and Applied Analysis
  • 时间：2014
  • 页码：-
  • 相关项目：不确定性成本下的风险厌恶报童问题研究
作者： Ma, Hui-qiang|
同期刊论文项目
不确定性成本下的风险厌恶报童问题研究
期刊论文 19 会议论文 1
同项目期刊论文
The risk-averse newsvendor problem with random capacity
基于改进粒子群算法的投资组合模型
Newsvendor problem with random shortage cost under a risk criterion
A risk-averse competitive newsvendor problem under the CVaR criterion
Dynamic replenishment, production, and pricing decisions, in the face of supply disruption and rando
Expected Residual Minimization Method for a Class of Stochastic Quasivariational Inequality Problems
Capacity and production decisions under a remanufacturing strategy
Optimal core acquisition and pricing strategies for hybrid manufacturing and remanufacturing systems
含交易成本和机会成本的极小极大多期投资组合选择模型
Competition for cores in remanufacturing
Stability of a Class of Nonlinear Neutral Stochastic Differential Equations with Variable Time Delay