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~isPartOf:"Economic modelling"
~person:"Yao, Haixiang"
~subject:"Dynamische Optimierung"
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Dynamische Optimierung
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Portfolio selection
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Dynamic programming
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Mathematische Optimierung
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Yao, Haixiang
Zeng, Yan
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Chen, Shumin
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Van de Ven, Justin
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Wu, Huiling
2
Carravetta, Francesco
1
Chen, Feng
1
Kim, Hyunho
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Lai, Yongzeng
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Li, Zhongfei
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Pun, Chi Seng
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Shin, Inyong
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Economic modelling
European journal of operational research : EJOR
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Multi-period mean-variance asset-liability management with uncontrolled cash flow and uncertain time-horizon
Yao, Haixiang
;
Zeng, Yan
;
Chen, Shumin
- In:
Economic modelling
30
(
2013
),
pp. 492-500
Persistent link: https://www.econbiz.de/10009708888
Saved in:
2
Multi-period Markowitz's mean-variance portfolio selection with state-dependent exit probability
Wu, Huiling
;
Zeng, Yan
;
Yao, Haixiang
- In:
Economic modelling
36
(
2014
),
pp. 69-78
Persistent link: https://www.econbiz.de/10010412027
Saved in:
3
Continuous-time mean-variance portfolio selection with only risky assets
Yao, Haixiang
;
Li, Zhongfei
;
Chen, Shumin
- In:
Economic modelling
36
(
2014
),
pp. 244-251
Persistent link: https://www.econbiz.de/10010412352
Saved in:
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