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厦门大学 [8]
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大连理工大学 [4]
北京航空航天大学 [4]
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期刊论文 [25]
会议论文 [19]
学位论文 [8]
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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
Portfolio selection
Industry classification
Style investment
ADMM
Sparse optimization
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
Investment analysis
Conditional Value-at-Risk
Multi-period mean-CVaR portfolio selection
Time-consistent strategy
Self-coordination strategy
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
Cloud computing
Cryptography
Outsourcing, Computational gains
Encryption operations
Experimental analysis
Markowitz model
Mean variance model
Portfolio
Portfolio investment
Resource consumption, Investments
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
Costs
Financial data processing
Risk assessment
Risk perception, Credit risk assessment
Historical observation
Investment decisions
Investment performance
Optimization problems
Portfolio optimization
Relative entropy constraints
Relative entropy method, Investments
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
Hesitant
fuzzy
element
Optimal
investment
ratio
Portfolio
selection
Qualitative
portfolio
model
Risk
investment
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
Wine investment
Mean-variance portfolio optimization
Mean-risk
criterion
Stochastic dominance
Asset classes
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.
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  |  
浏览/下载:5/0
  |  
提交时间:2019/12/05
Portfolio optimization
Transaction costs
Learning in financial models
Investment strategy
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
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  |  
浏览/下载:4/0
  |  
提交时间:2019/12/26
OR in energy
Energy investment performance
Portfolio methods
DEA directional distance function
DEA window analysis
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
investment analysis
state-dependent risk aversion
dynamic mean-variance formulation
time consistency
behavioral portfolio policy
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
investment analysis
state-dependent risk aversion
dynamic mean-variance formulation
time consistency
behavioral portfolio policy
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