机构

• 数学与系统科学研究... [20]
• 工程热物理研究所 [1]

采集方式

• OAI收割 [21]

内容类型

• 期刊论文 [20]
• 会议论文 [1]

发表日期

• 2022 [1]
• 2017 [2]
• 2016 [2]
• 2015 [1]
• 2013 [1]
• 2011 [1]
• 更多

学科主题

筛选

浏览/检索结果: 共21条，第1-10条 帮助 条数/页： 5101520253035404550556065707580859095100 排序方式： 请选择提交时间升序提交时间降序发表日期升序发表日期降序题名升序题名降序作者升序作者降序 Asset selection based on high frequency Sharpe ratio 期刊论文  OAI收割 JOURNAL OF ECONOMETRICS, 2022, 卷号: 227, 期号: 1, 页码: 168-188 作者:  Wang, Christina Dan;  Chen, Zhao;  Lian, Yimin;  Chen, Min   |  收藏  |  浏览/下载：32/0  |  提交时间：2022/04/29 Asset selection  High frequency Sharpe ratio  Ultrahigh dimensional  Serial correlation  Sure screening property   Equilibrium Investment Strategy for a DC Plan With Partial Information and Mean-Variance Criterion 期刊论文  OAI收割 IEEE SYSTEMS JOURNAL, 2017, 卷号: 11, 期号: 3, 页码: 1492-1504 作者:  Li, Yongwu;  Wang, Shouyang;  Zeng, Yan;  Qiao, Han   |  收藏  |  浏览/下载：9/0  |  提交时间：2018/07/30 Dynamic equilibrium  dynamic programming  Kalman filters  optimal control  portfolios   Binary switch portfolio 期刊论文  OAI收割 QUANTITATIVE FINANCE, 2017, 卷号: 17, 期号: 5, 页码: 763-780 作者:  Li, Tengfei;  Chen, Kani;  Feng, Yang;  Ying, Zhiliang   |  收藏  |  浏览/下载：16/0  |  提交时间：2018/07/30 Aggregating algorithm  Asset return  Bayesian analysis  Portfolio selection  Supervised learning  Universal portfolio   Multi-period mean variance portfolio selection under incomplete information 期刊论文  OAI收割 APPLIED STOCHASTIC MODELS IN BUSINESS AND INDUSTRY, 2016, 卷号: 32, 期号: 6, 页码: 753-774 作者:  Zhang, Ling;  Li, Zhongfei;  Xu, Yunhui;  Li, Yongwu   |  收藏  |  浏览/下载：26/0  |  提交时间：2018/07/30 hidden Markov chain  regime switching  sufficient statistics  portfolio optimization   Equilibrium Investment Strategy for DC Pension Plan with Inflation and Stochastic Income under Heston's SV Model 期刊论文  OAI收割 MATHEMATICAL PROBLEMS IN ENGINEERING, 2016, 页码: 18 作者:  Sun, Jingyun;  Li, Zhongfei;  Li, Yongwu   |  收藏  |  浏览/下载：18/0  |  提交时间：2018/07/30 Time-consistent investment strategy under partial information 期刊论文  OAI收割 INSURANCE MATHEMATICS & ECONOMICS, 2015, 卷号: 65, 页码: 187-197 作者:  Li, Yongwu;  Qiao, Han;  Wang, Shouyang;  Zhang, Ling   |  收藏  |  浏览/下载：13/0  |  提交时间：2018/07/30 Time inconsistency  Mean-variance  Partial information  Equilibrium strategy  Extended HJB system of equations   Energy Plant Selection and Asset Management The TERA (Technoeconnomic Environmental Risk Analysis) 会议论文  OAI收割 ISABE, Busan,KOREA, 2013 William Camilleri; Pericles Pilidis; Vishal Sethi; Riti Singh 收藏  |  浏览/下载：13/0  |  提交时间：2013/11/29 RISK AVERSION AND PORTFOLIO SELECTION IN A CONTINUOUS-TIME MODEL 期刊论文  OAI收割 SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 2011, 卷号: 49, 期号: 5, 页码: 1916-1937 作者:  Xia, Jianming   |  收藏  |  浏览/下载：10/0  |  提交时间：2018/07/30 risk aversion  portfolio selection  Black-Scholes market model  comparative statics   Multi-Attribute Portfolio Selection with Genetic Optimization Algorithms 期刊论文  OAI收割 INFOR, 2009, 卷号: 47, 期号: 1, 页码: 23-30 作者:  Yu, Lean;  Wang, Shouyang;  Lai, Kin Keung   |  收藏  |  浏览/下载：13/0  |  提交时间：2018/07/30 Multi-attribute portfolio selection  asset quality evaluation  asset allocation  mean-variance model  genetic algorithm   Futures price modeling under exchange rate volatility and its multi-period semi-variance portfolio selection 期刊论文  OAI收割 INTERNATIONAL JOURNAL OF SYSTEMS SCIENCE, 2009, 卷号: 40, 期号: 11, 页码: 1139-1148 作者:  Yan, Wei;  Li, Shurong   |  收藏  |  浏览/下载：13/0  |  提交时间：2018/07/30 four-factor model  multi-period semi-variance portfolio  exchange rate  futures  hybrid GA with PSO  economic systems  finance  partial differential equations  genetic algorithms