QQ客服 官方微博 反馈留言

浏览/检索结果: 共8条，第1-8条 帮助 限定条件 专题：数学与系统科学研究院    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 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 Volatility risk  risk-neutral skewness  options  cross-sectional regression  asymmetry   New insights and augmented Lagrangian algorithm for optimal portfolio liquidation with market impact 期刊论文 INTERNATIONAL TRANSACTIONS IN OPERATIONAL RESEARCH, 2022, 页码: 25 作者:  Xu, Fengmin;  Li, Xuepeng;  Dai, Yu-Hong;  Wang, Meihua 收藏  |  浏览/下载：9/0  |  提交时间：2023/02/07 augmented Lagrangian algorithm  equity and liability  optimal portfolio liquidation  price impact   Bank loan information and information asymmetry in the stock market: evidence from China 期刊论文 Financial Innovation, 2022, 卷号: 8, 期号: 1 作者:  Ye,Yanyi;  Wang,Yun;  Yang,Xiaoguang 收藏  |  浏览/下载：12/0  |  提交时间：2022/06/21 Bank loan information  Information asymmetry  Corporate transparency  Loan default information  PIN  G12  G14  G21   Agent's Optimal Compensation Under Inflation Risk by Using Dynamic Contract Model 期刊论文 JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2021, 卷号: 34, 期号: 6, 页码: 2291-2309 作者:  Fei Chen;  Fei Weiyin;  Zhang Fanhong;  Yang Xiaoguang 收藏  |  浏览/下载：13/0  |  提交时间：2022/04/02 Equity incentive  inflation risk  Ito formula  principal-agent problem  the martingale representation theorem   Do credit conditions matter for the impact of oil price shocks on stock returns? Evidence from a structural threshold VAR model 期刊论文 INTERNATIONAL REVIEW OF ECONOMICS & FINANCE, 2021, 卷号: 72, 页码: 1-15 作者:  Jiang, Yong;  Wang, Gang-Jin;  Ma, Chaoqun;  Yang, Xiaoguang 收藏  |  浏览/下载：35/0  |  提交时间：2021/04/26 Oil price shocks  Stock returns  Credit regimes  Structure threshold VAR  Nonlinear impulse response functions   Knowledge-driven business model innovation through the introduction of equity investment: evidence from China's primary market 期刊论文 JOURNAL OF KNOWLEDGE MANAGEMENT, 2020, 页码: 18 作者:  Zheng, Jiali;  Qiao, Han;  Zhu, Xiumei;  Wang, Shouyang 收藏  |  浏览/下载：16/0  |  提交时间：2020/09/23 Business model innovation  Equity investment  China's primary market  Logistic regression  Back propagation neural network (BPNN)   Parameter estimates of Heston stochastic volatility model with MLE and consistent EKF algorithm 期刊论文 SCIENCE CHINA-INFORMATION SCIENCES, 2018, 卷号: 61, 期号: 4, 页码: 17 作者:  Wang, Ximei;  He, Xingkang;  Bao, Ying;  Zhao, Yanlong 收藏  |  浏览/下载：19/0  |  提交时间：2018/07/30 Heston model  stochastic volatility model  parameter estimation  normal maximum likelihood estimation  pseudo maximum likelihood estimation  consistent extended Kalman filter   parameterestimatesofhestonstochasticvolatilitymodelwithmleandconsistentekfalgorithm 期刊论文 sciencechinainformationscience, 2018, 卷号: 61, 期号: 4, 页码: 17 作者:  Wang Ximei;  He Xingkang;  Bao Ying;  Zhao Yanlong 收藏  |  浏览/下载：19/0  |  提交时间：2020/01/10