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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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