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The impact of treasury operations and off-balance-sheet credit business on commercial bank credit risk 期刊论文
JOURNAL OF RISK, 2023, 卷号: 25, 期号: 5, 页码: 23-50
作者:  Xie, Qiwei;  Cheng, Lu;  Li, Jingyu;  Zheng, Xiaolong
收藏  |  浏览/下载:1/0  |  提交时间:2023/11/17
Expected Utility Maximization with Stochastic Dominance Constraints in Complete Markets 期刊论文
SIAM JOURNAL ON FINANCIAL MATHEMATICS, 2021, 卷号: 12, 期号: 3, 页码: 1054-1111
作者:  Wang, Xiangyu;  Xia, Jianming
收藏  |  浏览/下载:4/0  |  提交时间:2022/04/02
A Case for Adaptive Resource Management in Alibaba Datacenter Using Neural Networks 期刊论文
JOURNAL OF COMPUTER SCIENCE AND TECHNOLOGY, 2020, 卷号: 35, 期号: 1, 页码: 209-220
作者:  Wang, Sa;  Zhu, Yan-Hai;  Chen, Shan-Pei;  Wu, Tian-Ze;  Li, Wen-Jie
收藏  |  浏览/下载:8/0  |  提交时间:2020/12/10
ASYMPTOTICS FOR A BIDIMENSIONAL RISK MODEL WITH TWO GEOMETRIC LEVY PRICE PROCESSES 期刊论文
JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION, 2019, 卷号: 15, 页码: 481-505
作者:  Yang, Yang;  Wang, Kaiyong;  Liu, Jiajun;  Zhang, Zhimin
收藏  |  浏览/下载:10/0  |  提交时间:2019/11/19
Copulas-Based Drought Characteristics Analysis and Risk Assessment across the Loess Plateau of China 期刊论文
WATER RESOURCES MANAGEMENT, 2018, 卷号: 32, 期号: 2
作者:  She, Dunxian;  Xia, Jun
收藏  |  浏览/下载:4/0  |  提交时间:2019/12/05
Tail Dependence in Copper Future Prices Based on a Conditional Multivariate Extreme Value Model 会议论文
PROCEEDINGS OF THE 9TH (2017) INTERNATIONAL CONFERENCE ON FINANCIAL RISK AND CORPORATE FINANCE MANAGEMENT, 2017-01-01
作者:  Guo Ming;  Qin Xuezhi
收藏  |  浏览/下载:3/0  |  提交时间:2019/12/02
Tail Dependence in Copper Future Prices Based on a Conditional Multivariate Extreme Value Model. The 9th (2017) International Conference on Financial Risk and Corporate Finance Management 会议论文
The 9th (2017) International Conference on Financial Risk and Corporate Finance Management (FRCFM2017)
作者:  Qin XZ(秦学志)
收藏  |  浏览/下载:3/0  |  提交时间:2019/12/03
不同市场状态下尾部风险和收益率的关系研究 学位论文
2016, 2016
黄友逵
收藏  |  浏览/下载:8/0  |  提交时间:2017/06/20
中国期货市场的风险管理与资产配置功能研究——基于极端事件和尾部风险的视角 学位论文
2016, 2016
梁巨方
收藏  |  浏览/下载:6/0  |  提交时间:2017/06/20
基于ES-TV的贷款承诺极端风险测度模型 期刊论文
2016, 2016
秦学志; 胡友群; 肖汉; QIN Xue-zhi; HU You-qun; XIAO Han
收藏  |  浏览/下载:4/0


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