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科研机构
上海财经大学 [29]
内容类型
期刊论文 [26]
会议论文 [3]
发表日期
2019 [4]
2018 [6]
2017 [4]
2016 [2]
2015 [4]
2014 [3]
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专题:上海财经大学
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Time-consistent and self-coordination strategies for multi-period mean-Conditional Value-at-Risk portfolio selection
期刊论文
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 2019, 卷号: 276, 期号: 2, 页码: 781-789
作者:
Cui, Xiangyu
;
Gao, Jianjun
;
Shi, Yun
;
Zhu, Shushang
收藏
  |  
浏览/下载:39/0
  |  
提交时间:2019/08/22
Investment analysis
Conditional Value-at-Risk
Multi-period mean-CVaR portfolio selection
Time-consistent strategy
Self-coordination strategy
Dynamic Agency and Investment Theory under Model Uncertainty
期刊论文
INTERNATIONAL REVIEW OF FINANCE, 2019, 卷号: 19, 期号: 2, 页码: 447-458
作者:
Niu, Yingjie
;
Yang, Jinqiang
;
Zou, Zhentao
收藏
  |  
浏览/下载:12/0
  |  
提交时间:2019/08/22
Performance of Different Risk Indicators in a Multi-Period Polynomial Portfolio Selection Problem Based on the Credibility Measure
期刊论文
ENTROPY, 2019, 卷号: 21, 期号: 5
作者:
Zhou, Jian
;
Shen, Jie
;
Zhao, Ziheng
;
Gu, Yujie
;
Zhao, Mingxuan
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  |  
浏览/下载:26/0
  |  
提交时间:2019/08/22
multi-period portfolio selection
genetic algorithm
credibility measure
risk indicator
Investment-based optimal capital structure
期刊论文
APPLIED ECONOMICS, 2019, 卷号: 51, 期号: 9, 页码: 972-981
作者:
Jiang, Jinglu
;
Xia, Xin
;
Yang, Jinqiang
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  |  
浏览/下载:6/0
  |  
提交时间:2019/08/22
Capital structure
investment
capital accumulation
under-leverage puzzle
Optimal consumption-portfolio rules with biased beliefs
期刊论文
ECONOMICS LETTERS, 2018, 卷号: 173, 页码: 152-157
作者:
Hou, Shehong
;
Niu, Yingjie
;
Yang, Jinqiang
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  |  
浏览/下载:4/0
  |  
提交时间:2019/08/22
Biased beliefs
Overconfidence
Overextrapolation
Consumption
Asset allocation
Investment and financing choices by time-inconsistent managers
期刊论文
NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, 2018, 卷号: 46, 页码: 29-48
作者:
Gan, Liu
;
Xia, Xin
;
Chen, Yifei
收藏
  |  
浏览/下载:6/0
  |  
提交时间:2019/08/22
Agency conflicts
Investment
Financing policy
Time inconsistency
Dynamic Asset Allocation with Uncertain Jump Risks: A Pathwise Optimization Approach
期刊论文
MATHEMATICS OF OPERATIONS RESEARCH, 2018, 卷号: 43, 期号: 2, 页码: 347-376
作者:
Jin, Xing
;
Luo, Dan
;
Zeng, Xudong
收藏
  |  
浏览/下载:7/0
  |  
提交时间:2019/08/22
optimal investment
ambiguity aversion
duality method
jump diffusion
worst-case scenario
A capacity-investment model of wind power with uncertain supply-price under high penetration rate
期刊论文
JOURNAL OF CLEANER PRODUCTION, 2018, 卷号: 178, 页码: 917-926
作者:
Kong, Lingcheng
;
Li, Zhong
;
Liang, Ling
;
Xia, Yu
;
Xie, Jiaping
收藏
  |  
浏览/下载:3/0
  |  
提交时间:2019/08/22
Wind power
Intermittent energy
Capacity planning
High penetration rate
Non-zero-sum stochastic differential reinsurance and investment games with default risk
期刊论文
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 2018, 卷号: 264, 期号: 3, 页码: 1144-1158
作者:
Deng, Chao
;
Zeng, Xudong
;
Zhu, Huiming
收藏
  |  
浏览/下载:7/0
  |  
提交时间:2019/08/22
Decision analysis
Game theory
Default risk
Reinsurance and investment
Heston volatility model
Investment timing and optimal capital structure under liquidity risk
期刊论文
EUROPEAN JOURNAL OF FINANCE, 2018, 卷号: 24, 期号: 11, 页码: 889-908
作者:
Wang, Huamao
;
Xu, Qing
;
Yang, Jinqiang
收藏
  |  
浏览/下载:3/0
  |  
提交时间:2019/08/22
Real options
capital structure
liquidity risk
low-leverage puzzle
stockholder-bondholder conflicts
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