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	Skewed target range strategy for multiperiod portfolio optimization using a two-stage least squares Monte Carlo method 期刊论文 Journal of Computational Finance,2019, 卷号: 23, 期号: 1, 页码: 97-127 作者: Zhang, Rongju; Langrené, Nicolas; Tian, Yu; Zhu, Zili; Klebaner, Fima 收藏 \| 浏览/下载：13/0 \| 提交时间：2022/08/29 Alternative performance measure Least squares Monte Carlo Multiperiod portfolio optimization Target-based portfolio optimization Two-stage regression
	Dynamic portfolio optimization with liquidity cost and market impact: a simulation-and-regression approach 期刊论文 Quantitative Finance,2019, 卷号: 19, 期号: 3, 页码: 519-532 作者: Zhang,Rongju; Langrené,Nicolas; Tian,Yu; Zhu,Zili; Klebaner,Fima 收藏 \| 浏览/下载：13/0 \| 提交时间：2022/08/29 Dynamic portfolio optimization Least squares Monte Carlo Liquidity cost Multi-period asset allocation Permanent market impact Transaction cost