论文列表及评分结果
Mean-risk analysis of risk aversion and wealth effects on optimal portfolios with multiple investment opportunities.
电商所评分：2
Asymmetric risk measures and tracking models for portfolio optimization under uncertainty.
电商所评分：3
Another explanation for the bias observed in the filter rule test.
电商所评分：9
Optimal portfolios with asymptotic criteria.
电商所评分：7
A mean-absolute deviation-skewness portfolio optimization model.
电商所评分：9
A two-stage approach to multi-period allocation of savings among investment plans.
电商所评分：10
Optimal bank portfolio choice under fixed-rate deposit insurance.
电商所评分：5
Univariate and multivariate measures of risk aversion and risk premiums.
电商所评分：3
Thin trading and estimation of systematic risk: An application of an error-correction model.
电商所评分：9
Computation of mean-semivariance efficient sets by the Critical Line Algorithm.
电商所评分：6
Dynamic linkages between stock prices, accrual earnings and cash flows: a cointegration analysis.
电商所评分：10
On the number of securities which constitute an efficient portfolio.
电商所评分：5
Optimal consumption and arbitrage in incomplete, finite state security markets.
电商所评分：5
An interior point algorithm for large scale portfolio optimization.
电商所评分：9
A new approach to firm evaluation.
电商所评分：9
Using Kalman filter and finite difference techniques in default free bond pricing models.
电商所评分：6
Mean-absolute deviation portfolio optimization for mortgage-backed securities.
电商所评分：5
Non-randomized strategies in stochastic decision processes.
电商所评分：7
Infinite horizon programs; convergence of approximate solutions.
电商所评分：7
Turnpike properties for a class of piecewise deterministic systems arising in manufacturing flow control.
电商所评分：4
Average cost Markov decision processes under the hypothesis of Doeblin.
电商所评分：7
A theory of rolling horizon decision making.
电商所评分：4
On an extremal property of Markov chains and sufficiency of Markov strategies in Markov decision processes with the Dubins-Savage criterion.
电商所评分：9
A remark on control of partially observed Markov chains.
电商所评分：3
On the average cost optimality equation and the structure of optimal policies for partially observable Markov decision processes.
电商所评分：9
On the computation of the optimal cost function for discrete time Markov models with partial observations.
电商所评分：3
On truncations and perturbations of Markov decision problems with an application to queueing network overflow control.
电商所评分：6
Competing Markov decision processes.
电商所评分：3
Increasing Lipschitz continuous maximizers of some dynamic programs.
电商所评分：5
Scheduling jobs on heterogeneous processors.
电商所评分：5