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浏览/检索结果: 共7条，第1-7条 帮助 限定条件 专题：上海财经大学    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 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 收藏  |  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 收藏  |  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 收藏  |  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 收藏  |  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 收藏  |  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 收藏  |  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 收藏  |  浏览/下载：1/0  |  提交时间：2019/08/22