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Market volatility, market skewness, and the cross-section of expected returns in Chinese equity markets 期刊论文
APPLIED ECONOMICS, 2022, 页码: 17
作者:  Liu, Qing;  Wang, Shouyang;  Sui, Cong
收藏  |  浏览/下载:16/0  |  提交时间:2023/02/07
Take Bitcoin into your portfolio: a novel ensemble portfolio optimization framework for broad commodity assets 期刊论文
Financial Innovation, 2021, 卷号: 7, 期号: 1
作者:  Li,Yuze;  Jiang,Shangrong;  Wei,Yunjie;  Wang,Shouyang
收藏  |  浏览/下载:18/0  |  提交时间:2021/10/26
Timing the market: the economic value of price extremes 期刊论文
Financial Innovation, 2018, 卷号: 4, 期号: 1
作者:  Xie,Haibin;  Wang,Shouyang
收藏  |  浏览/下载:15/0  |  提交时间:2018/11/16
A sparse enhanced indexation model with chance and cardinality constraints 期刊论文
JOURNAL OF GLOBAL OPTIMIZATION, 2018, 卷号: 70, 期号: 1, 页码: 5-25
作者:  Xu, Fengmin;  Wang, Meihua;  Dai, Yu-Hong;  Xu, Dachuan
收藏  |  浏览/下载:17/0  |  提交时间:2018/07/30
Binary switch portfolio 期刊论文
QUANTITATIVE FINANCE, 2017, 卷号: 17, 期号: 5, 页码: 763-780
作者:  Li, Tengfei;  Chen, Kani;  Feng, Yang;  Ying, Zhiliang
收藏  |  浏览/下载:16/0  |  提交时间:2018/07/30
A stochastic linear goal programming approach to multistage portfolio management based on scenario generation via linear programming 期刊论文
IIE TRANSACTIONS, 2005, 卷号: 37, 期号: 10, 页码: 957-969
作者:  Ji, XD;  Zhu, SS;  Wang, SY;  Zhang, SZ
收藏  |  浏览/下载:11/0  |  提交时间:2018/07/30
A fuzzy mixed projects and securities portfolio selection model 期刊论文
FUZZY SYSTEMS AND KNOWLEDGE DISCOVERY, PT 2, PROCEEDINGS, 2005, 卷号: 3614, 页码: 931-940
作者:  Fang, Y;  Lai, KK;  Wang, SY
收藏  |  浏览/下载:5/0  |  提交时间:2018/07/30
A compromise solution to mutual funds portfolio selection with transaction costs 期刊论文
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 2001, 卷号: 134, 期号: 3, 页码: 564-581
作者:  Xia, YS;  Wang, SY;  Deng, XT
收藏  |  浏览/下载:11/0  |  提交时间:2018/07/30


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