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期刊论文 [14]
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浏览/检索结果:
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Privacy Protection for Blockchains with Account and Multi-Asset Model
期刊论文
CHINA COMMUNICATIONS, 2019, 卷号: 16, 期号: 6, 页码: 69-79
作者:
Li, Kang
;
Sun, Yi
;
Li, Jun
;
Li, Zhongcheng
;
Jia, Linpeng
收藏
  |  
浏览/下载:44/0
  |  
提交时间:2019/08/16
blockchain
privacy protection
zero-knowledge proof algorithm
account and multi-asset model
A mean-field formulation for multi-period asset-liability mean-variance portfolio selection with an uncertain exit time
期刊论文
JOURNAL OF THE OPERATIONAL RESEARCH SOCIETY, 2018, 卷号: 69, 期号: 4, 页码: 487-499
作者:
Cui, Xiangyu
;
Li, Xun
;
Wu, Xianping
;
Yi, Lan
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  |  
浏览/下载:7/0
  |  
提交时间:2019/08/22
Mean-field formulation
multi-period portfolio selection
asset-liability management
uncertain exit time
SIMULATION OF MULTI-ASSET OPTION GREEKS UNDER A SPECIAL LÉVY MODEL BY MALLIAVIN CALCULUS
期刊论文
The ANZIAM Journal, 2016, 卷号: Vol.57 No.3, 页码: 280-298
作者:
YONGZENG LAI and HAIXIANG YAO
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  |  
浏览/下载:11/0
  |  
提交时间:2019/03/04
subordinated Brownian motions
multi-asset options
option sensitivities or Greeks
Malliavin calculus
quasi-Monte Carlo methods
Dynamic asset–liability management in a Markov market with stochastic cash flows
期刊论文
Quantitative Finance, 2016, 卷号: Vol.16 No.10, 页码: 1575-1597
作者:
Yao, Haixiang
;
Li, Xun
;
Hao, Zhifeng
;
Li, Yong
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  |  
浏览/下载:3/0
  |  
提交时间:2019/03/04
Stochastic cash flow
Asset–liability management
Multi-period mean–variance model
Markov regime-switching
Efficient investment strategy
METHOD FOR ASSET PORTFOLIO SELECTION CONSIDERING VALUE AND MOMENTUM STRATEGIES
期刊论文
Management Information and Optoelectronic Engineering: Proceedings of the 2015 International Conference on Management, Information and Communication & Proceedings of the 2015 International Conference on Optics and Electronics Engineering, 2016, 页码: 205-215
作者:
S.SHAN
;
X.L.HAN
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  |  
浏览/下载:7/0
  |  
提交时间:2019/12/24
value
and
momentum
strategies
multi-attribute
decision
making
method
risk
measurement
trapezoidal
fuzzy
numbers
Asset
portfolio
Management
Science
Information
and
Communication
Optics
Engineering
Electrical
Engineering
Electronic
Engineering
Multi-factor volatility and stock returns
期刊论文
JOURNAL OF BANKING & FINANCE, 2015, 卷号: 61, 页码: S132-S149
作者:
He, Zhongzhi (Lawrence)
;
Zhu, Jie
;
Zhu, Xiaoneng
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  |  
浏览/下载:5/0
  |  
提交时间:2019/08/22
Multi-factor volatility
Cross-sectional returns
Out-of-sample predictability
Asset allocation
The Research on Household Financial Multi-objective Decision Based on Assets and Liabilities Management
会议论文
5th International Asia Conference on Industrial Engineering and Management Innovation (IEMI) / 4th Institute-of-Industrial-Engineers (IIE) Asian Conference, Xian, PEOPLES R CHINA
作者:
Liu, Yan-wen
;
Pu, Lu-wa
;
Cao, Chen
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  |  
浏览/下载:6/0
  |  
提交时间:2019/12/09
Asset and liability management
household finance
multi-objective decision
A comparison of U.S and Chinese financial market microstructure: heterogeneous agent-based multi-asset artificial stock markets approach
期刊论文
JOURNAL OF EVOLUTIONARY ECONOMICS, 2015, 卷号: 25, 页码: 901-924
作者:
Yang, Haijun
;
Wang, Harry Jiannan
;
Sun, Gui Ping
;
Wang, Li
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  |  
浏览/下载:1/0
  |  
提交时间:2020/01/06
Heterogeneous agent
Agent-based model
Multi-asset artificial stock market
Microstructure
多个资产期权的泡沫和Black-Scholes方程
期刊论文
2014
王艳培
;
刘继春
收藏
  |  
浏览/下载:4/0
  |  
提交时间:2016/05/17
泡沫
Black-Scholes方程
多资产期权
bubbles
Black-Scholes equation
multi-asset options
Asset allocation for a DC pension fund with stochastic income and mortality risk: A multi-period mean–variance framework
期刊论文
Insurance: Mathematics and Economics, 2014, 卷号: Vol.54, 页码: 84-92
作者:
Haixiang Yao
;
Yongzeng Lai
;
Qinghua Ma and Minjie Jian
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  |  
浏览/下载:7/0
  |  
提交时间:2019/03/04
Asset allocation
Defined contribution pension fund
Multi-period mean–variance
Stochastic income
Mortality risk
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