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	Robust state-dependent mean–variance portfolio selection: a closed-loop approach 期刊论文 Finance and Stochastics,2021, 卷号: 25, 期号: 3, 页码: 529-561 作者: Han, Bingyan; Pun, Chi Seng; Wong, Hoi Ying 收藏 \| 浏览/下载：11/0 \| 提交时间：2021/10/19 Closed-loop control Model uncertainty Robust mean–variance portfolio selection State-dependence Time-inconsistency
	Understanding distributional ambiguity via non-robust chance constraint 会议论文 ICAIF 2020 - 1st ACM International Conference on AI in Finance, Virtual, Online, OCT 15-16, 2020 作者: Ma, Shumin; Leung, Cheuk Hang; Wu, Qi; Liu, Wei; Peng, Nanbo 收藏 \| 浏览/下载：16/0 \| 提交时间：2022/05/20 Chance constraint Distributionally robust optimization Heavy-tail distributions KL divergence Portfolio selection φ-divergence
	Optimal strategies for asset allocation and consumption under stochastic volatility 期刊论文 Applied Mathematics Letters,2016, 卷号: 58, 页码: 69-73 作者: Zhang, Qiang; Ge, Lei 收藏 \| 浏览/下载：20/0 \| 提交时间：2021/05/13 Consumption Optimal strategies Portfolio selection Stochastic volatility Utility maximization