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浏览/检索结果: 共3条，第1-3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 Time Consistent Multi-period Worst-Case Risk Measure in Robust Portfolio Selection 期刊论文 Journal of the Operations Research Society of China, 2018, 卷号: 6, 页码: 139-158 作者:  Liu, Jia;  Chen, Zhi-Ping;  Hui, Yong-Chang 收藏  |  浏览/下载：11/0  |  提交时间：2019/11/26 Conditional Value-at-Risk  Dynamic portfolio selection  Optimal investments  Portfolio selection  Portfolio selection models  Portfolio selection problems  Risk measures  Robust optimization   Time consistent multi-period robust risk measures and portfolio selection models with regime-switching 期刊论文 EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 2018, 卷号: 268, 页码: 373-385 作者:  Liu, Jia;  Chen, Zhiping 收藏  |  浏览/下载：10/0  |  提交时间：2019/11/26 Risk management  Dynamic portfolio selection  Multi-period risk measure  Distributionally robust optimization  Regime switching   Closed-Form Optimal Portfolios of Distributionally Robust Mean-CVaR Problems with Unknown Mean and Variance 期刊论文 Applied Mathematics and Optimization, 2017, 页码: 1-23 作者:  Liu, Jia;  Chen, Zhiping;  Lisser, Abdel;  Xu, Zhujia 收藏  |  浏览/下载：3/0  |  提交时间：2019/11/26 Closed form solutions  Conditional Value-at-Risk  Portfolio selection  Risk measures  Robust optimization