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浏览/检索结果: 共6条，第1-6条 帮助 限定条件 专题：西安交通大学    第一署名单位    第一作者单位    通讯作者单位     已选(0)清除 条数/页：5101520253035404550556065707580859095100   排序方式：请选择作者升序作者降序题名升序题名降序发表日期升序发表日期降序提交时间升序提交时间降序 Recursive risk measures under regime switching applied to portfolio selection 期刊论文 QUANTITATIVE FINANCE, 2017, 卷号: 17, 页码: 1457-1476 作者:  Chen, Zhiping;  Liu, Jia;  Hui, Yongchang 收藏  |  浏览/下载：5/0  |  提交时间：2019/11/26 Regime switching  Time consistency  Dynamic portfolio selection  C61  Conditional value-at-risk  Factor model  Recursive risk measure  G11   Multi-period risk measures and optimal investment policies 其他 2017-01-01 作者:  Chen, Zhiping;  Consigli, Giorgio;  Liu, Jia;  Li, Gang;  Fu, Tianwen 收藏  |  浏览/下载：4/0  |  提交时间：2019/11/26 Bellman&rsquo  s principle  Dynamic risk control  Information processes  Multi-period risk measures  Portfolio optimization  Recoursive risk measures  Time-consistency   Time consistency and time consistent generalized convex multistage risk measures 期刊论文 IMA JOURNAL OF MANAGEMENT MATHEMATICS, 2016, 卷号: 27, 页码: 419-437 作者:  Yang, Li;  Chen, Zhi Ping;  Zhang, Feng 收藏  |  浏览/下载：2/0  |  提交时间：2019/11/26 conditional risk measure  generalized convex risk measure  time consistency of optimal policy  multi-period risk measure  time consistency of risk measure   Consistency and consensus measures for linguistic preference relations based on distribution assessments 期刊论文 INFORMATION FUSION, 2014, 卷号: 17, 期号: [db:dc_citation_issue], 页码: 46-55 作者:  Zhang, Guiqing;  Dong, Yucheng;  Xu, Yinfeng 收藏  |  浏览/下载：3/0  |  提交时间：2019/12/03 Consensus  Consistency  Group decision making  Linguistic preference relations  Distribution assessments   Confidence evaluation based consistency measure method for multi-sensor 期刊论文 Hsi-An Chiao Tung Ta Hsueh/Journal of Xi'an Jiaotong University, 2013, 卷号: 47, 期号: [db:dc_citation_issue], 页码: 7-11 作者:  Si, Gangquan;  Zhang, Yinsong;  Zhao, Weili 收藏  |  浏览/下载：1/0  |  提交时间：2019/12/10 Confidence evaluation  Consistency measures  Fusion estimation  Multi sensor  Multi-sensor observations  Robust estimate  Sensor performance   Measuring operator considering self-support and mutual-support for estimating consistency of multi-sensor observations 期刊论文 Hsi-An Chiao Tung Ta Hsueh/Journal of Xi'an Jiaotong University, 2012, 卷号: 46, 期号: [db:dc_citation_issue], 页码: 20-23+35 作者:  Si, Gangquan;  Zhang, Yinsong;  Lou, Yong 收藏  |  浏览/下载：5/0  |  提交时间：2019/12/10 Consistency checking  Consistency measures  Fusion estimation  Gross errors  Multi sensor  Multi-sensor observations