×
验证码:
换一张
忘记密码?
记住我
CORC
首页
科研机构
检索
知识图谱
申请加入
托管服务
登录
注册
在结果中检索
科研机构
厦门大学 [16]
数学与系统科学研究院 [8]
上海财经大学 [7]
山东大学 [6]
西安理工大学 [6]
清华大学 [5]
更多...
内容类型
期刊论文 [39]
会议论文 [11]
学位论文 [11]
研究报告 [2]
SCI/SSCI论文 [1]
其他 [1]
更多...
发表日期
2020 [2]
2019 [1]
2018 [1]
2017 [6]
2016 [3]
2015 [6]
更多...
学科主题
optimizati... [1]
×
知识图谱
CORC
开始提交
已提交作品
待认领作品
已认领作品
未提交全文
收藏管理
QQ客服
官方微博
反馈留言
浏览/检索结果:
共66条,第1-10条
帮助
已选(
0
)
清除
条数/页:
5
10
15
20
25
30
35
40
45
50
55
60
65
70
75
80
85
90
95
100
排序方式:
请选择
作者升序
作者降序
题名升序
题名降序
发表日期升序
发表日期降序
提交时间升序
提交时间降序
Risk spillover between the US and the remaining G7 stock markets using time-varying copulas with Markov switching: Evidence from over a century of data
期刊论文
NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, 2020, 卷号: 51
作者:
Ji, Qiang
;
Liu, Bing-Yue
;
Cunado, Juncal
;
Gupta, Rangan
收藏
  |  
浏览/下载:15/0
  |  
提交时间:2021/01/16
Dynamic dependence and extreme risk comovement: The case of oil prices and exchange rates
期刊论文
INTERNATIONAL JOURNAL OF FINANCE & ECONOMICS, 2020
作者:
Liu, Bing-Yue
;
Ji, Qiang
;
Nguyen, Duc Khuong
;
Fan, Ying
收藏
  |  
浏览/下载:5/0
  |  
提交时间:2021/01/16
Forecasting downside risk in China's stock market based on high-frequency data
期刊论文
Physica A: Statistical Mechanics and its Applications, 2019, 卷号: 517, 页码: 530-541
作者:
Xie, Nan
;
Wang, Zongrun*
;
Chen, Sicen
;
Gong, Xu
收藏
  |  
浏览/下载:15/0
  |  
提交时间:2019/12/03
Discontinuous jump variation
Downside realized semivariance
Downside risk
Leverage effect
Signed jump
A Nonlinear Interval Portfolio Selection Model and Its Application in Banks
期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2018, 卷号: 31, 页码: 696-733
作者:
Yan, Dawen
;
Hu, Yaxing
;
Lai, Kinkeung
收藏
  |  
浏览/下载:6/0
  |  
提交时间:2019/12/02
Downside-risk management
interval return
portfolio selection
semi-variance
simulation
Do Trading Volume and Downside Trading Volume Help Forecast the Downside Risk?
期刊论文
EURASIA JOURNAL OF MATHEMATICS SCIENCE AND TECHNOLOGY EDUCATION, 2017, 卷号: 13, 期号: 12, 页码: 8367-8382
作者:
He, Zhifang
;
Huang, Chuangxia
;
Gong, Xu
;
Yang, Xiaoguang
;
Wen, Fenghua
收藏
  |  
浏览/下载:31/0
  |  
提交时间:2018/07/30
downside realized semi variance
stock spot market
futures market
risk periods
forecasting power
Does Accounting Conservatism Mitigate the Shortcomings of CEO Overconfidence?
期刊论文
ACCOUNTING REVIEW, 2017, 卷号: 92, 期号: 6, 页码: 77-101
作者:
Hsu, Charles
;
Novoselov, Kirill E.
;
Wang, Rencheng
收藏
  |  
浏览/下载:4/0
  |  
提交时间:2019/08/22
accounting conservatism
overconfidence
performance
real options
exploration
Dynamic mean-VaR portfolio selection in continuous time
期刊论文
QUANTITATIVE FINANCE, 2017, 卷号: 17, 期号: 10, 页码: 1631-1643
作者:
Zhou, Ke
;
Gao, Jiangjun
;
Li, Duan
;
Cui, Xiangyu
收藏
  |  
浏览/下载:6/0
  |  
提交时间:2019/08/22
Continuous time models
Martingales
Portfolio optimization
Risk management
Value at risk
G11
C61
DYNAMIC MEAN-LPM AND MEAN-CVAR PORTFOLIO OPTIMIZATION IN CONTINUOUS-TIME
期刊论文
SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 2017, 卷号: 55, 期号: 3, 页码: 1377-1397
作者:
Gao, Jianjun
;
Zhou, Ke
;
Li, Duan
;
Cao, Xiren
收藏
  |  
浏览/下载:4/0
  |  
提交时间:2019/08/22
dynamic mean-downside risk portfolio optimization
lower-partial moments
LPM
conditional value-at-risk portfolio
CVaR
stochastic control
martingale approach
SCALED AND STABLE MEAN-VARIANCE-EVaR PORTFOLIO SELECTION STRATEGY WITH PROPORTIONAL TRANSACTION COSTS
期刊论文
JOURNAL OF BUSINESS ECONOMICS AND MANAGEMENT, 2017, 卷号: 18, 页码: 561-584
作者:
Atta Mills, Ebenezer Fiifi Emire
;
Yu, Bo
;
Yu, Jie
收藏
  |  
浏览/下载:10/0
  |  
提交时间:2019/12/03
Value-at-Risk
transaction costs
estimation risk
portfolio optimization
scaled and stabilized portfolio
downside risk
Investigating the risk-return trade-off for crude oil futures using high-frequency data
期刊论文
Applied Energy, 2017, 卷号: 196, 页码: 152-161
作者:
Gong, Xu
;
Wen, Fenghua
;
Xia, X. H.*
;
Huang, Jianbai
;
Pan, Bin*
收藏
  |  
浏览/下载:4/0
  |  
提交时间:2019/12/03
Risk-return trade-off
High-frequency data
Volatility risk
Downside risk
Jump risk
©版权所有 ©2017 CSpace - Powered by
CSpace