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科研机构
上海财经大学 [7]
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期刊论文 [7]
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2017 [3]
2015 [1]
2013 [1]
2012 [1]
2010 [1]
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专题:上海财经大学
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Analyst Firm Coverage and Forecast Accuracy: The Effect of Regulation Fair Disclosure
期刊论文
ABACUS-A JOURNAL OF ACCOUNTING FINANCE AND BUSINESS STUDIES, 2017, 卷号: 53, 期号: 4, 页码: 450-484
作者:
Dong, Yi
;
Hu, Nan
;
Li, Xu
;
Liu, Ling
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  |  
浏览/下载:9/0
  |  
提交时间:2019/08/22
Analyst portfolio
Forecast accuracy
Information complementarity
Regulation FD
Efficient Simulation of Clustering Jumps with CIR Intensity
期刊论文
OPERATIONS RESEARCH, 2017, 卷号: 65, 期号: 6, 页码: 1494-1515
作者:
Dassios, Angelos
;
Zhao, Hongbiao
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  |  
浏览/下载:7/0
  |  
提交时间:2019/08/22
contagion risk
jump clustering
stochastic intensity model
self-exciting point process
self-exciting point process with CIR intensity
Hawkes process
CIR process
square-root process
exact simulation
Monte Carlo simulation
portfolio risk
MEAN-VARIANCE POLICY FOR DISCRETE-TIME CONE-CONSTRAINED MARKETS: TIME CONSISTENCY IN EFFICIENCY AND THE MINIMUM-VARIANCE SIGNED SUPERMARTINGALE MEASURE
期刊论文
MATHEMATICAL FINANCE, 2017, 卷号: 27, 期号: 2, 页码: 471-504
作者:
Cui, Xiangyu
;
Li, Duan
;
Li, Xun
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  |  
浏览/下载:3/0
  |  
提交时间:2019/08/22
cone-constrained market
discrete-time mean-variance policy
time consistency in efficiency
minimum-variance signed supermartingale measure
Discrete-time behavioral portfolio selection under cumulative prospect theory
期刊论文
JOURNAL OF ECONOMIC DYNAMICS & CONTROL, 2015, 卷号: 61, 页码: 283-302
作者:
Shi, Yun
;
Cui, Xiangyu
;
Li, Duan
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  |  
浏览/下载:7/0
  |  
提交时间:2019/08/22
Multi-period portfolio selection
S-shaped utility
Probability weighting
Time consistent policy
Two-fund separation
Non-participation puzzle and horizon effect
Does Inflation Targeting Help Reduce Financial Dollarization?
期刊论文
JOURNAL OF MONEY CREDIT AND BANKING, 2013, 卷号: 45, 期号: 7, 页码: 1253-1274
作者:
Lin, Shu
;
Ye, Haichun
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浏览/下载:3/0
  |  
提交时间:2019/08/22
financial dollarization
inflation targeting
portfolio model
treatment effect
propensity score matching
Vast Portfolio Selection With Gross-Exposure Constraints
期刊论文
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 2012, 卷号: 107, 期号: 498, 页码: 592-606
作者:
Fan, Jianqing
;
Zhang, Jingjin
;
Yu, Ke
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  |  
浏览/下载:4/0
  |  
提交时间:2019/08/22
Mean-variance efficiency
Portfolio improvement
Portfolio optimization
Risk assessment
Risk optimization
Short-sale constraint
HEDGING AND VALUE AT RISK: A SEMI-PARAMETRIC APPROACH
期刊论文
JOURNAL OF FUTURES MARKETS, 2010, 卷号: 30, 期号: 8, 页码: 780-794
作者:
Cao, Zhiguang
;
Harris, Richard D. F.
;
Shen, Jian
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  |  
浏览/下载:1/0
  |  
提交时间:2019/08/22
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