Data-Driven Robust Credit Portfolio Optimization for Investment Decisions in P2P Lending | |
Chi, Guotai; Ding, Shijie; Peng, Xiankun | |
刊名 | MATHEMATICAL PROBLEMS IN ENGINEERING |
2019 | |
卷号 | 2019 |
关键词 | 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 |
ISSN号 | 1024-123X |
URL标识 | 查看原文 |
WOS记录号 | [DB:DC_IDENTIFIER_WOSID] |
内容类型 | 期刊论文 |
URI标识 | http://www.corc.org.cn/handle/1471x/3220345 |
专题 | 大连理工大学 |
作者单位 | Dalian Univ Technol, Fac Management & Econ, Dalian 116024, Peoples R China. |
推荐引用方式 GB/T 7714 | Chi, Guotai,Ding, Shijie,Peng, Xiankun. Data-Driven Robust Credit Portfolio Optimization for Investment Decisions in P2P Lending[J]. MATHEMATICAL PROBLEMS IN ENGINEERING,2019,2019. |
APA | Chi, Guotai,Ding, Shijie,&Peng, Xiankun.(2019).Data-Driven Robust Credit Portfolio Optimization for Investment Decisions in P2P Lending.MATHEMATICAL PROBLEMS IN ENGINEERING,2019. |
MLA | Chi, Guotai,et al."Data-Driven Robust Credit Portfolio Optimization for Investment Decisions in P2P Lending".MATHEMATICAL PROBLEMS IN ENGINEERING 2019(2019). |
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