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Mengcong Hu
Publication Activity (10 Years)
Years Active: 2021-2021
Publications (10 Years): 1
Top Topics
Short Term
Rebalanced Portfolio
Risk Aversion
Stock Price
Top Venues
RAIRO Oper. Res.
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Publications
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Danping Li
,
Junna Bi
,
Mengcong Hu
Alpha-robust mean-variance investment strategy for DC pension plan with uncertainty about jump-diffusion risk.
RAIRO Oper. Res.
55 (Supplement) (2021)