1.
Two-fund separation theorem under mean-CVaR model;
均值-CVaR模型下的两基金分离定理
2.
Mean-CVaR models of price-only contracts of supply chain
供应链价格契约的均值-CVaR模型
3.
Study on Asset Allocation of Occupational Pension Fund Based on Mean-CVaR Model
基于均值-CVaR模型的企业年金资产配置
4.
The Empirical Research on Mean-CVaR and Mean-ER Portfolio Model;
投资组合中均值-CVaR模型与均值-ER模型的实证研究
5.
An Utility Maximization Model Based on Mean and CVaR Without Short Selling
不允许买空时基于均值和CVaR的效用最大化模型
6.
A Study on Conditional Risk at Value Models;
条件风险值（CVaR）模型的理论研究
7.
Futures Optimal Hedge Ratio Model Based on CVaR and Its Application
基于CVaR的期货最优套期保值比率模型及应用
8.
Mean--CVaR Efficient Frontier and Its Economic Implications(II);
风险资产组合的均值—CVaR有效前沿(Ⅱ)
9.
Research on the Efficient Frontier of Mean-CVaR under Normal Distribution Condition;
正态条件下均值-CVaR有效前沿的研究
10.
Mean-CVaR Efficient Frontier and Its Economic Implications(Ⅰ);
风险资产组合的均值—CVaR有效前沿(Ⅰ)
11.
ARMA-GARCH Model Estimator on VaR、CVaR and Kernel Type of Integral Estimator
VaR、CVaR的ARMA-GARCH模型估计和积分核型估计
12.
Optimal Portfolios Models with the Risk Control of CVaR;
CVaR风险度量下Log最优投资组合模型
13.
CVaR Portfolio Optimization Model under Frictional Market;
在摩擦市场下的优化CVaR投资组合模型
14.
The Storage and Procurement Model Based on the Algorithm of VaR and CVaR;
基于VaR和CVaR技术的采购存储策略模型
15.
Portfolio Optimization Model with CVaR Constraints;
基于CVaR约束的投资组合优化模型
16.
An Research on CVaR Financial Risk Measurement Based on GARCH Model;
基于GARCH模型的CVaR金融风险测度研究
17.
CVaR Model of Supply Chain for Listed Company Risk Assessment;
上市公司供应链风险评估CVaR模型
18.
Overbooking Model of Ocean Shipping Container under CVaR;
基于CVaR的海运集装箱超订模型