CORC

在结果中检索

CORC

浏览/检索结果: 共128条，第1-10条 帮助

已选(0)清除 条数/页：   排序方式：
Asset selection based on high frequency Sharpe ratio 期刊论文
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：19/0  |  提交时间：2022/04/29
Take Bitcoin into your portfolio: a novel ensemble portfolio optimization framework for broad commodity assets 期刊论文
Financial Innovation, 2021, 卷号: 7, 期号: 1
作者:  Li,Yuze;  Jiang,Shangrong;  Wei,Yunjie;  Wang,Shouyang
收藏  |  浏览/下载：17/0  |  提交时间：2021/10/26
Spillovers among sovereign CDS, stock and commodity markets: A correlation network perspective 期刊论文
INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS, 2020, 卷号: 68
作者:  Sun, Xiaolei;  Wang, Jun;  Yao, Yanzhen;  Li, Jingyu;  Li, Jianping
收藏  |  浏览/下载：19/0  |  提交时间：2021/01/16
Portfolio choice with skewness preference and wealth-dependent risk aversion 期刊论文
QUANTITATIVE FINANCE, 2019
作者:  Mu, Congming;  Tian, Weidong;  Yang, Jinqiang
收藏  |  浏览/下载：21/0  |  提交时间：2019/08/22
Real options maximizing survival probability under incomplete markets 期刊论文
QUANTITATIVE FINANCE, 2019
作者:  Jiang, Jinglu;  Mu, Congming;  Peng, Juan;  Yang, Jinqiang
收藏  |  浏览/下载：32/0  |  提交时间：2019/08/22
Financial Asset Allocations and R&D Activities: Evidence from China's Listed Companies 期刊论文
EMERGING MARKETS FINANCE AND TRADE, 2019, 卷号: 55, 期号: 3, 页码: 531-544
作者:  Liu, Guanchun;  Zhang, Jun;  Wu, Huihang;  Peng, Yuchao
收藏  |  浏览/下载：5/0  |  提交时间：2019/08/22
Multiperiod Asset Allocation Considering Dynamic Loss Aversion Behavior of Investors 期刊论文
IEEE Transactions on Computational Social Systems, 2019, 卷号: 6, 期号: 1, 页码: 73-81
作者:  Wang, Jia;  Zhou, Mengchu;  Guo, Xiwang;  Qi, Liang
收藏  |  浏览/下载：7/0  |  提交时间：2019/12/11
Relationship between backward and forward linear-quadratic mean-field-game with terminal constraint and optimal asset allocation for insurers and pension funds 期刊论文
International Journal of Control, 2019
作者:  Du K.;  Huang J.;  Wu Z.
收藏  |  浏览/下载：4/0  |  提交时间：2019/12/11
Asset allocation strategies, data snooping, and the 1/N rule 期刊论文
JOURNAL OF BANKING & FINANCE, 2018, 卷号: 97, 页码: 257-269
作者:  Hsu, Po-Hsuan;  Han, Qiheng;  Wu, Wensheng;  Cao, Zhiguang
收藏  |  浏览/下载：8/0  |  提交时间：2019/08/22
Optimal consumption-portfolio rules with biased beliefs 期刊论文
ECONOMICS LETTERS, 2018, 卷号: 173, 页码: 152-157
作者:  Hou, Shehong;  Niu, Yingjie;  Yang, Jinqiang
收藏  |  浏览/下载：4/0  |  提交时间：2019/08/22

©版权所有 ©2017 CSpace - Powered by CSpace