1.
On the portfolio of Chinese Residents after Capital account Liberalization
资本账户开放后的居民资产组合问题
2.
Portfolio Selection When a Riskless Asset is Absent
关于无风险资产不存在时资产组合选择的研究
3.
Optimal Consumption and Portfolio Problem for Single Asset and Multi-noise;
单资产多噪声情形下的最优消费资产组合问题
4.
Research on the Combinational Strategies of Conventional Assets of Security Investment Fund;
证券投资基金传统投资资产组合策略研究
5.
A Study on Optimal Multiperiod Portfolio Choice
多期最优资产组合选择模型分析研究
6.
A Multi-Cycle Dynamic Programming Optimization Model of Portfolio
资产组合的多周期动态规划优化模型
7.
Analysis on the Risks of Financial Mixed Profession Management System by Portfolio Management Theory
从资产组合角度分析混业经营的风险
8.
Literatures Review on Portfolio Risk Measurement and Selection
资产组合风险度量与选择之文献述评
9.
Optimal Dynamic Portfolio Selection under Safety-First Criterion
安全第一准则下的动态资产组合选择
10.
CONTINUOUS-TIME OPTIMAL PORTFOLIO SELECTION WITH LIABILITY;
带负债的连续时间最优资产组合选择
11.
Measuring Portfolio ES Risk Measure by a Copula-EVT Based Approach;
资产组合ES风险测度的Copula-EVT算法
12.
MODEL BUILDING FOR ASSET COMBINATION CHOICE ON COPULA;
基于Copula的资产组合选择建模研究
13.
Mean--CVaR Efficient Frontier and Its Economic Implications(II);
风险资产组合的均值—CVaR有效前沿(Ⅱ)
14.
The Properties of Discount Asset Optimization under Transaction Costs;
有交易费的无套利资产组合优化性质
15.
Mean-CVaR Efficient Frontier and Its Economic Implications(Ⅰ);
风险资产组合的均值—CVaR有效前沿(Ⅰ)
16.
A Study on Mean-VaR Frontier of Risky Assets Portfolio
风险资产组合均值-VaR前沿研究
17.
VaR Calculation of Portfolio Based on Multivariate Skewed Student t Copula Function
基于多元skst-Copula函数的资产组合VaR计算
18.
Application of Markov Chain in the Frontier Portfolio
马尔可夫链在前沿资产组合中的运用