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浏览/检索结果: 共5条，第1-5条 帮助 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 DYNAMIC MEAN-LPM AND MEAN-CVAR PORTFOLIO OPTIMIZATION IN CONTINUOUS-TIME 期刊论文 SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 2017, 卷号: 55, 期号: 3, 页码: 1377-1397 作者:  Gao, Jianjun;  Zhou, Ke;  Li, Duan;  Cao, Xiren 收藏  |  浏览/下载：4/0  |  提交时间：2019/08/22 dynamic mean-downside risk portfolio optimization  lower-partial moments  LPM  conditional value-at-risk portfolio  CVaR  stochastic control  martingale approach   The research of hedging ratios based on partial moment approach 会议论文 International Conference on e-Risk Management (ICeRM 2008), SE Univ, Inst Syst Engn, Nanjing, PEOPLES R CHINA 作者:  Yang, Zhongyuan;  Chi, Guotai;  Zhao, Guangjun 收藏  |  浏览/下载：3/0  |  提交时间：2019/12/27 futures  hedging ratio  lower partial moments  upper partial moments   Measurement of the electron energy spectrum and its moments in inclusive B -> Xe nu decays 期刊论文 PHYSICAL REVIEW D, 2004, 卷号: 69, 期号: 11 作者:   收藏  |  浏览/下载：4/0  |  提交时间：2015/12/02 SEMILEPTONIC-B   Optimal Capacity Allocation in Different Markets for Generation Companies Employing the Mean-Lower Partial Moments Model (CPCI-S收录) 会议论文 2009 IEEE POWER & ENERGY SOCIETY GENERAL MEETING, VOLS 1-8 作者:  Yan, Yong[1];  Wen, Fushuan[1];  Huang, Jiansheng[2] 收藏  |  浏览/下载：2/0  |  提交时间：2019/04/17 power market  risk management  Copula function  LPM  expected utility function  stochastic dominance  asset allocation  dependence measure   Optimal capacity allocation in different markets for generation companies employing the mean-lower partial moments model (EI收录) 会议论文 2009 IEEE Power and Energy Society General Meeting, PES '09, Calgary, AB, Canada, July 26, 2009 - July 30, 2009 作者:  Yan, Yong[1];  Wen, Fushuan[1];  Huang, Jiansheng[2] 收藏  |  浏览/下载：4/0  |  提交时间：2019/04/17 Commerce  Correlation theory  Deregulation  Investments  Optimization  Potential energy  Potential energy surfaces  Profitability  Risk assessment  Risk management  Stochastic models  Stochastic systems  Value engineering