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CNKI期刊论文0611(27)
在“
Elsevier电子期刊
”中,
命中:
6,835
条,耗时:小于0.01 秒
在所有数据库中总计命中:
28,971
条
1.
D
ynamic
portfolio
choices by simulation-an
d
-regression: Revisiting the issue of value function vs
portfolio
weight recursions
作者:
Michel
D
enault
a
;
b
;
michel.
d
enault@hec.ca
;
Jean-Guy Simonato
c
;
jean-guy.simonato@hec.ca
关键词:
D
ynamic
portfolio
choices
;
Portfolio
optimization
;
Approximate
D
ynamic Programming
;
Least-squares Monte Carlo
;
Simulation-an
d
-regression
刊名:Computers & Operations Research
出版年:2017
2.
Massively parallel processing of recursive multi-perio
d
portfolio
mo
d
els
作者:
Ralf Ö
;
stermark
;
rosterma@abo.fi
;
ralf.ostermark@abo.fi
关键词:
Finance
;
Portfolio
efficiency
;
Massively parallel processing
;
Recursive multi-perio
d
portfolio
mo
d
eling
刊名:European Journal of Operational Research
出版年:2017
3.
Optimal consumption an
d
portfolio
selection problems un
d
er loss aversion with
d
ownsi
d
e consumption constraints
作者:
Jingjing Song
a
;
Xiuchun Bi
;
b
;
xcbi@mail.ustc.e
d
u.cn
;
bxcustc@gmail.com
;
bxcqfnu@163.com
;
Rong Li
b
;
Shuguang Zhang
b
关键词:
Loss aversion
;
Optimal
portfolio
an
d
consumption
;
Consumption constraints
;
Martingale metho
d
刊名:Applie
d
Mathematics an
d
Computation
出版年:2017
4.
Taking stock of
portfolio
assessment scholarship: From research to practice
作者:
Ricky Lam
1
;
rickylam@hkbu.e
d
u.hk
Author Vitae
关键词:
Portfolio
assessment
;
Writing assessment
;
Teaching an
d
learning of writing
;
Secon
d
language writing
刊名:Assessing Writing
出版年:2017
5.
On exact an
d
approximate stochastic
d
ominance strategies for
portfolio
selection
作者:
Renato Bruni
;
a
;
bruni@
d
is.uniroma1.it
;
Francesco Cesarone
b
;
An
d
rea Scozzari
c
;
Fabio Tar
d
ella
d
关键词:
Applie
d
probability
;
Stochastic
d
ominance
;
Portfolio
optimization
;
Expecte
d
shortfall
;
In
d
ex tracking
刊名:European Journal of Operational Research
出版年:2017
6.
Multi-perio
d
portfolio
selection with
d
ynamic risk/expecte
d
-return level un
d
er fuzzy ran
d
om uncertainty
作者:
Bo Wang
;
a
;
bowangsme@nju.e
d
u.cn
;
You Li
b
;
ruby1025@gmail.com
;
Junzo Wata
d
a
c
;
junzow@osb.att.ne.jp
关键词:
Multi-perio
d
portfolio
selection
;
D
ynamic risk/expecte
d
-return level
;
Fuzzy ran
d
om variables
;
Particle swarm optimization
刊名:Information Sciences
出版年:2017
7.
Mo
d
elling an
d
constructing membership function for uncertain
portfolio
parameters: A cre
d
ibilistic framework
作者:
Hemant Jalota
a
;
hemant.jalota4@gmail.com
;
Manoj Thakur
;
a
;
manojpma@gmail.com
;
Garima Mittal
b
;
garima@iiml.ac.in
关键词:
Fuzzy
portfolio
selection
;
Cre
d
ibility measure
;
L-R Fuzzy numbers
;
Multi-objective programming
;
Cre
d
ibilistic sharpe ratio
;
Genetic algorithm
刊名:Expert Systems with Applications
出版年:2017
8.
Bayesian estimation of the global minimum variance
portfolio
作者:
Taras Bo
d
nar
a
;
Stepan Mazur
b
;
Yarema Okhrin
;
c
;
yarema.okhrin@wiwi.uni-augsburg.
d
e" class="auth_mail" title="E-mail the correspon
d
ing author
关键词:
Global minimum variance
portfolio
;
Posterior
d
istribution
;
Cre
d
ible interval
;
Wishart
d
istribution
刊名:European Journal of Operational Research
出版年:2017
9.
A new fuzzy multi-objective higher or
d
er moment
portfolio
selection mo
d
el for
d
iversifie
d
portfolio
s
作者:
Wei Yue
a
;
b
;
yuewei@stu.xi
d
ian.e
d
u.cn" class="auth_mail" title="E-mail the correspon
d
ing author
;
Yuping Wang
a
;
ywang@xi
d
ian.e
d
u.cn" class="auth_mail" title="E-mail the correspon
d
ing author
关键词:
Portfolio
selection
;
Fuzzy variable
;
Possibilistic moments
;
Entropy
;
Multi-objective evolutionary algorithm
刊名:Physica A: Statistical Mechanics an
d
its Applications
出版年:2017
10.
Multiperio
d
portfolio
investment using stochastic programming with con
d
itional value at risk
作者:
Hung-Hsin Chen
;
Chang-Biau Yang
;
cbyang@cse.nsysu.e
d
u.tw
关键词:
Multiperio
d
portfolio
investment
;
Stochastic programming
;
Con
d
itional value at risk
;
Moment matching
;
Superior pre
d
ictive ability
刊名:Computers & Operations Research
出版年:2017
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