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Optimal threshold strategies with capital injections in a spectrally negative Lévy risk model
RETRACTION: Peng Zhang, Chance-constrained multiperiod mean absolute deviation uncertain portfolio selection
Journal of Industrial & Management Optimization, 15 (2019), 537–564
This paper is retracted by decision of the Editors in Chief of Journal of Industrial & Management Optimization.
| [1] |
Peng Zhang. Multiperiod mean semi-absolute deviation interval portfolio selection with entropy constraints. Journal of Industrial & Management Optimization, 2017, 13 (3) : 1169-1187. doi: 10.3934/jimo.2016067 |
| [2] |
Zhifeng Dai, Huan Zhu, Fenghua Wen. Two nonparametric approaches to mean absolute deviation portfolio selection model. Journal of Industrial & Management Optimization, 2020, 16 (5) : 2283-2303. doi: 10.3934/jimo.2019054 |
| [3] |
Peng Zhang, Yongquan Zeng, Guotai Chi. Time-consistent multiperiod mean semivariance portfolio selection with the real constraints. Journal of Industrial & Management Optimization, 2021, 17 (4) : 1663-1680. doi: 10.3934/jimo.2020039 |
| [4] |
Yuan Tan, Qingyuan Cao, Lan Li, Tianshi Hu, Min Su. A chance-constrained stochastic model predictive control problem with disturbance feedback. Journal of Industrial & Management Optimization, 2021, 17 (1) : 67-79. doi: 10.3934/jimo.2019099 |
| [5] |
Li Xue, Hao Di. Uncertain portfolio selection with mental accounts and background risk. Journal of Industrial & Management Optimization, 2019, 15 (4) : 1809-1830. doi: 10.3934/jimo.2018124 |
| [6] |
Bo Li, Yadong Shu. The skewness for uncertain random variable and application to portfolio selection problem. Journal of Industrial & Management Optimization, 2020 doi: 10.3934/jimo.2020163 |
| [7] |
Ye Tian, Shucherng Fang, Zhibin Deng, Qingwei Jin. Cardinality constrained portfolio selection problem: A completely positive programming approach. Journal of Industrial & Management Optimization, 2016, 12 (3) : 1041-1056. doi: 10.3934/jimo.2016.12.1041 |
| [8] |
Zhilin Kang, Xingyi Li, Zhongfei Li. Mean-CVaR portfolio selection model with ambiguity in distribution and attitude. Journal of Industrial & Management Optimization, 2020, 16 (6) : 3065-3081. doi: 10.3934/jimo.2019094 |
| [9] |
Yan Zeng, Zhongfei Li, Jingjun Liu. Optimal strategies of benchmark and mean-variance portfolio selection problems for insurers. Journal of Industrial & Management Optimization, 2010, 6 (3) : 483-496. doi: 10.3934/jimo.2010.6.483 |
| [10] |
Lan Yi, Zhongfei Li, Duan Li. Multi-period portfolio selection for asset-liability management with uncertain investment horizon. Journal of Industrial & Management Optimization, 2008, 4 (3) : 535-552. doi: 10.3934/jimo.2008.4.535 |
| [11] |
Ping Chen, Haixiang Yao. Continuous-time mean-variance portfolio selection with no-shorting constraints and regime-switching. Journal of Industrial & Management Optimization, 2020, 16 (2) : 531-551. doi: 10.3934/jimo.2018166 |
| [12] |
Jiannan Zhang, Ping Chen, Zhuo Jin, Shuanming Li. Open-loop equilibrium strategy for mean-variance portfolio selection: A log-return model. Journal of Industrial & Management Optimization, 2021, 17 (2) : 765-777. doi: 10.3934/jimo.2019133 |
| [13] |
Zhen Wang, Sanyang Liu. Multi-period mean-variance portfolio selection with fixed and proportional transaction costs. Journal of Industrial & Management Optimization, 2013, 9 (3) : 643-656. doi: 10.3934/jimo.2013.9.643 |
| [14] |
Ning Zhang. A symmetric Gauss-Seidel based method for a class of multi-period mean-variance portfolio selection problems. Journal of Industrial & Management Optimization, 2020, 16 (2) : 991-1008. doi: 10.3934/jimo.2018189 |
| [15] |
Xianping Wu, Xun Li, Zhongfei Li. A mean-field formulation for multi-period asset-liability mean-variance portfolio selection with probability constraints. Journal of Industrial & Management Optimization, 2018, 14 (1) : 249-265. doi: 10.3934/jimo.2017045 |
| [16] |
Zhongbao Zhou, Ximei Zeng, Helu Xiao, Tiantian Ren, Wenbin Liu. Multiperiod portfolio optimization for asset-liability management with quadratic transaction costs. Journal of Industrial & Management Optimization, 2019, 15 (3) : 1493-1515. doi: 10.3934/jimo.2018106 |
| [17] |
Ke-Wei Ding, Nan-Jing Huang, Yi-Bin Xiao. Distributionally robust chance constrained problems under general moments information. Journal of Industrial & Management Optimization, 2020, 16 (6) : 2923-2942. doi: 10.3934/jimo.2019087 |
| [18] |
Editorial Office. Retraction: Jinling Wei, Jinming Zhang, Meishuang Dong, Fan Zhang, Yunmo Chen, Sha Jin and Zhike Han, Applications of mathematics to maritime search. Discrete & Continuous Dynamical Systems - S, 2019, 12 (4&5) : 957-957. doi: 10.3934/dcdss.2019064 |
| [19] |
Ke Ruan, Masao Fukushima. Robust portfolio selection with a combined WCVaR and factor model. Journal of Industrial & Management Optimization, 2012, 8 (2) : 343-362. doi: 10.3934/jimo.2012.8.343 |
| [20] |
Hanqing Jin, Xun Yu Zhou. Continuous-time portfolio selection under ambiguity. Mathematical Control & Related Fields, 2015, 5 (3) : 475-488. doi: 10.3934/mcrf.2015.5.475 |
2020 Impact Factor: 1.801
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