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Fast algorithms for sparse portfolio selection considering industries and investment styles 期刊论文
JOURNAL OF GLOBAL OPTIMIZATION, 2020, 页码: 27
作者:  Dong, Zhi-Long;  Xu, Fengmin;  Dai, Yu-Hong
收藏  |  浏览/下载:27/0  |  提交时间:2020/06/30
Time-consistent and self-coordination strategies for multi-period mean-Conditional Value-at-Risk portfolio selection 期刊论文
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 2019, 卷号: 276, 期号: 2, 页码: 781-789
作者:  Cui, Xiangyu;  Gao, Jianjun;  Shi, Yun;  Zhu, Shushang
收藏  |  浏览/下载:39/0  |  提交时间:2019/08/22
Cloud-assisted privacy-conscious large-scale Markowitz portfolio 期刊论文
Information Sciences, 2019
作者:  Zhang, Y.;  Jiang, J.;  Xiang, Y.;  Zhu, Y.;  Wan, L.
收藏  |  浏览/下载:12/0  |  提交时间:2019/12/02
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 selection and risk investment under the hesitant fuzzy environment 期刊论文
Knowledge-Based Systems, 2018, 卷号: Vol.144, 页码: 21-31
作者:  Zhou, W.;  Xu, Z.
收藏  |  浏览/下载:3/0  |  提交时间:2019/02/25
Is wine a good choice for investment? 期刊论文
PACIFIC-BASIN FINANCE JOURNAL, 2018, 卷号: 51, 页码: 171-183
作者:  Bouri, Elie;  Gupta, Rangan;  Wong, Wing-Keung;  Zhu, Zhenzhen
收藏  |  浏览/下载:15/0  |  提交时间:2019/12/11
Transaction cost optimization for online portfolio selection 期刊论文
QUANTITATIVE FINANCE, 2018, 卷号: 18, 期号: 8
作者:  Li, Bin;  Wang, Jialei;  Huang, Dingjiang;  Hoi, Steven C. H.
收藏  |  浏览/下载:5/0  |  提交时间:2019/12/05
Evaluating the dynamic performance of energy portfolios: Empirical evidence from the DEA directional distance function 期刊论文
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 2018, 卷号: Vol.269 No.1, 页码: 64-78
作者:  Zhang, YJ;  Chen, MY
收藏  |  浏览/下载:4/0  |  提交时间:2019/12/26
Time consistent behavioral portfolio policy for dynamic mean-variance formulation 期刊论文
JOURNAL OF THE OPERATIONAL RESEARCH SOCIETY, 2017, 卷号: 68, 期号: 12, 页码: 1647-1660
作者:  Cui, Xiangyu;  Li, Xun;  Li, Duan;  Shi, Yun
收藏  |  浏览/下载:9/0  |  提交时间:2019/08/22
Time consistent behavioral portfolio policy for dynamic mean-variance formulation 期刊论文
JOURNAL OF THE OPERATIONAL RESEARCH SOCIETY, 2017, 卷号: 68, 页码: 1647-1660
作者:  Cui, Xiangyu[1];  Li, Xun[2];  Li, Duan[3];  Shi, Yun[4]
收藏  |  浏览/下载:8/0  |  提交时间:2019/04/24


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