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New insights and augmented Lagrangian algorithm for optimal portfolio liquidation with market impact 期刊论文
INTERNATIONAL TRANSACTIONS IN OPERATIONAL RESEARCH, 2022, 页码: 25
作者:  Xu, Fengmin;  Li, Xuepeng;  Dai, Yu-Hong;  Wang, Meihua
收藏  |  浏览/下载:14/0  |  提交时间:2023/02/07
Equitable access to COVID-19 vaccines makes a life-saving difference to all countries 期刊论文
NATURE HUMAN BEHAVIOUR, 2022, 页码: 12
作者:  Ye, Yang;  Zhang, Qingpeng;  Wei, Xuan;  Cao, Zhidong;  Yuan, Hsiang-Yu
收藏  |  浏览/下载:57/0  |  提交时间:2022/03/17
On realized volatility of crude oil futures markets: Forecasting with exogenous predictors under structural breaks 期刊论文
ENERGY ECONOMICS, 2020, 卷号: 89
作者:  Luo, Jiawen;  Ji, Qiang;  Klein, Tony;  Todorova, Neda;  Zhang, Dayong
收藏  |  浏览/下载:3/0  |  提交时间:2021/01/16
An application of sparse-group lasso regularization to equity portfolio optimization and sector selection 期刊论文
Annals of Operations Research, 2019
作者:  Chen, J.;  Dai, G.;  Zhang, N.
收藏  |  浏览/下载:4/0  |  提交时间:2019/12/30
Does the Confucius Institute Network Impact Cultural Distance? A Panel Data Analysis of Cross-Border Flows in and out of China 期刊论文
ASIAN ECONOMIC JOURNAL, 2017, 卷号: 31, 期号: 3, 页码: 299-323
作者:  Ghosh, Sucharita[1];  Lien, Donald[2];  Yamarik, Steven[3]
收藏  |  浏览/下载:7/0  |  提交时间:2019/12/23
投资组合选择模型有效性的实证研究 学位论文
2016, 2016
胡聪
收藏  |  浏览/下载:5/0  |  提交时间:2017/06/20
How Many Stocks Should Mutual Funds Hold? Evidence from the Chinese Equity Market 期刊论文
INNOVATION, ENTREPRENEURSHIP AND STRATEGY IN THE ERA OF INTERNET, 2016, 页码: 738-744
作者:  Kun, Li;  Ling, Cheng;  Han, Chen
收藏  |  浏览/下载:2/0  |  提交时间:2019/02/28
Robust Consumption and Portfolio Choice with Habit Formation, the Spirit of Capitalism and Recursive Utility 期刊论文
ANNALS OF ECONOMICS AND FINANCE, 2015, 卷号: 16, 期号: 2, 页码: 393-416
作者:  Wang, Haijun;  Hou, L. Steven
收藏  |  浏览/下载:4/0  |  提交时间:2019/08/22
Valuing Private Equity 期刊论文
REVIEW OF FINANCIAL STUDIES, 2014, 卷号: 27, 期号: 7, 页码: 1977-2021
作者:  Sorensen, Morten;  Wang, Neng;  Yang, Jinqiang
收藏  |  浏览/下载:3/0  |  提交时间:2019/08/22
Oil price fluctuation, volatility spillover and the Ghanaian equity market: Implication for portfolio management and hedging effectiveness 期刊论文
http://dx.doi.org/10.1016/j.eneco.2013.12.017, 2014
Lin, Boqiang; Wesseh, Presley K., Jr.; Appiah, Michael Owusu; 林伯强
收藏  |  浏览/下载:4/0  |  提交时间:2015/07/22


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