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CORC

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Data-Driven Robust Credit Portfolio Optimization for Investment Decisions in P2P Lending 期刊论文
MATHEMATICAL PROBLEMS IN ENGINEERING, 2019, 卷号: 2019
作者:  Chi, Guotai;  Ding, Shijie;  Peng, Xiankun
收藏  |  浏览/下载：9/0  |  提交时间：2019/12/02
Portfolio Optimization with Nonparametric Value at Risk: A Block Coordinate Descent Method 期刊论文
INFORMS JOURNAL ON COMPUTING, 2018, 卷号: 30, 期号: 3, 页码: 454-471
作者:  Cui, Xueting;  Sun, Xiaoling;  Zhu, Shushang;  Jiang, Rujun;  Li, Duan
收藏  |  浏览/下载：15/0  |  提交时间：2019/08/22
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
Time Consistent Multi-period Worst-Case Risk Measure in Robust Portfolio Selection 期刊论文
Journal of the Operations Research Society of China, 2018, 卷号: 6, 页码: 139-158
作者:  Liu, Jia;  Chen, Zhi-Ping;  Hui, Yong-Chang
收藏  |  浏览/下载：11/0  |  提交时间：2019/11/26
Time consistent multi-period robust risk measures and portfolio selection models with regime-switching 期刊论文
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 2018, 卷号: 268, 页码: 373-385
作者:  Liu, Jia;  Chen, Zhiping
收藏  |  浏览/下载：10/0  |  提交时间：2019/11/26
Robust two-stage stochastic linear optimization with risk aversion 期刊论文
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 2017, 卷号: 256, 期号: 1, 页码: 215-229
作者:  Ling, Aifan;  Sun, Jie;  Xiu, Naihua;  Yang, Xiaoguang
收藏  |  浏览/下载：27/0  |  提交时间：2018/07/30
Closed-Form Optimal Portfolios of Distributionally Robust Mean-CVaR Problems with Unknown Mean and Variance 期刊论文
Applied Mathematics and Optimization, 2017, 页码: 1-23
作者:  Liu, Jia;  Chen, Zhiping;  Lisser, Abdel;  Xu, Zhujia
收藏  |  浏览/下载：3/0  |  提交时间：2019/11/26
Dynamic robust portfolio selection with copulas 期刊论文
FINANCE RESEARCH LETTERS, 2017, 卷号: 21, 页码: 190-200
作者:  Han, Yingwei;  Li, Ping;  Xia, Yong
收藏  |  浏览/下载：9/0  |  提交时间：2019/12/30
An empirical study of chance-constrained portfolio selection model 会议论文
5th International Conference on Information Technology and Quantitative Management (ITQM), New Delhi, INDIA, 2017-01-01
作者:  Han, Yingwei;  Li, Ping
收藏  |  浏览/下载：9/0  |  提交时间：2019/12/30
Generating Trading Rules for Stock Markets Using Robust Genetic Network Programming and Portfolio Beta 期刊论文
JOURNAL OF ADVANCED COMPUTATIONAL INTELLIGENCE AND INTELLIGENT INFORMATICS, 2016, 卷号: 20, 期号: 3, 页码: 484-491
作者:  Chen, Yan;  Shi, Zhihui
收藏  |  浏览/下载：3/0  |  提交时间：2019/08/22

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