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上海财经大学 [7]
上海大学 [4]
心理研究所 [1]
山东大学 [1]
复旦大学上海医学院 [1]
内容类型
期刊论文 [13]
专著章节 [1]
发表日期
2017 [14]
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Time consistent behavioral portfolio policy for dynamic mean-variance formulation
期刊论文
JOURNAL OF THE OPERATIONAL RESEARCH SOCIETY, 2017, 卷号: 68, 期号: 12, 页码: 1647-1660
作者:
Cui, Xiangyu
;
Li, Xun
;
Li, Duan
;
Shi, Yun
收藏
  |  
浏览/下载:9/0
  |  
提交时间:2019/08/22
investment analysis
state-dependent risk aversion
dynamic mean-variance formulation
time consistency
behavioral portfolio policy
Alleviating Time Inconsistent Behaviors via a Competition Scheme
期刊论文
NAVAL RESEARCH LOGISTICS, 2017, 卷号: 64, 期号: 5, 页码: 357-372
作者:
Cui, Xiangyu
;
Shi, Yun
;
Xu, Lu
收藏
  |  
浏览/下载:7/0
  |  
提交时间:2019/08/22
game theory
time inconsistency
quasi-hyperbolic discounting
present bias
winner-takes-all competition
Better than pre-committed optimal mean-variance policy in a jump diffusion market
期刊论文
MATHEMATICAL METHODS OF OPERATIONS RESEARCH, 2017, 卷号: 85, 期号: 3, 页码: 327-347
作者:
Shi, Yun
;
Li, Xun
;
Cui, Xiangyu
收藏
  |  
浏览/下载:17/0
  |  
提交时间:2019/08/22
Mean field approach
Pre-committed optimal mean-variance policy
Jump diffusion market
Time consistency in efficiency
Semi-self-financing revised policy
MEAN-VARIANCE POLICY FOR DISCRETE-TIME CONE-CONSTRAINED MARKETS: TIME CONSISTENCY IN EFFICIENCY AND THE MINIMUM-VARIANCE SIGNED SUPERMARTINGALE MEASURE
期刊论文
MATHEMATICAL FINANCE, 2017, 卷号: 27, 期号: 2, 页码: 471-504
作者:
Cui, Xiangyu
;
Li, Duan
;
Li, Xun
收藏
  |  
浏览/下载:3/0
  |  
提交时间:2019/08/22
cone-constrained market
discrete-time mean-variance policy
time consistency in efficiency
minimum-variance signed supermartingale measure
Self-coordination in time inconsistent stochastic decision problems: A planner-doer game framework
期刊论文
JOURNAL OF ECONOMIC DYNAMICS & CONTROL, 2017, 卷号: 75, 页码: 91-113
作者:
Cui, Xiangyu
;
Li, Duan
;
Shi, Yun
收藏
  |  
浏览/下载:31/0
  |  
提交时间:2019/08/22
Time inconsistency
Self-coordination
Two-tier planner-doer game framework
Commitment by punishment
Cost of self-coordination
Dynamic mean-variance formulation
Novel GLP-1 Analog Supaglutide Reduces HFD-Induced Obesity Associated with Increased Ucp-1 in White Adipose Tissuein Mice
期刊论文
FRONTIERS IN PHYSIOLOGY, 2017, 卷号: 8
作者:
Wan, Yun
;
Bao, Xi
;
Huang, Jiabao
;
Zhang, Xiangyu
;
Liu, Wenjuan
收藏
  |  
浏览/下载:3/0
  |  
提交时间:2019/12/05
GLP-1 analog
supalgutide
obesity
diabetes
Ucp1
Time Inconsistency and Self-Control Optimization Problems: Progress and Challenges
专著章节
出自: OPTIMIZATION AND CONTROL FOR SYSTEMS IN THE BIG-DATA ERA: THEORY AND APPLICATIONS, 233 SPRING STREET, NEW YORK, NY 10013, UNITED STATES:SPRINGER, 2017, 页码: 33-42
作者:
Shi, Yun
;
Cui, Xiangyu
收藏
  |  
浏览/下载:4/0
  |  
提交时间:2019/08/22
Time inconsistency
Self-control
Present bias
Non-separable problem
Quasi-hyperbolic discounting function
Dynamic portfolio optimization
Dynamic mean-VaR portfolio selection in continuous time
期刊论文
QUANTITATIVE FINANCE, 2017, 卷号: 17, 期号: 10, 页码: 1631-1643
作者:
Zhou, Ke
;
Gao, Jiangjun
;
Li, Duan
;
Cui, Xiangyu
收藏
  |  
浏览/下载:6/0
  |  
提交时间:2019/08/22
Continuous time models
Martingales
Portfolio optimization
Risk management
Value at risk
G11
C61
Affective bias in visual working memory is associated with capacity
期刊论文
COGNITION & EMOTION, 2017, 卷号: 31, 期号: 7, 页码: 1345-1360
作者:
Xie, Weizhen
;
Li, Huanhuan
;
Ying, Xiangyu
;
Zhu, Shiyou
;
Fu, Rong
收藏
  |  
浏览/下载:37/0
  |  
提交时间:2018/01/22
Emotion
Working Memory
Capacity
Affective Bias
Time consistent behavioral portfolio policy for dynamic mean-variance formulation
期刊论文
JOURNAL OF THE OPERATIONAL RESEARCH SOCIETY, 2017, 卷号: 68, 页码: 1647-1660
作者:
Cui, Xiangyu[1]
;
Li, Xun[2]
;
Li, Duan[3]
;
Shi, Yun[4]
收藏
  |  
浏览/下载:8/0
  |  
提交时间:2019/04/24
investment analysis
state-dependent risk aversion
dynamic mean-variance formulation
time consistency
behavioral portfolio policy
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