1.
Conditional Random Variable Approaches for Distribution of Credit Portfolio Value;
运用条件随机变量方法处理信用资产组合分布
2.
Discussing Improves the Credit Risk Management of the Commercial Bank of Our Country with the Tolerance of Credit Risks that Credit Assets Make up;
谈以信用资产组合的信用风险度量改善我国商业银行的信用风险管理
3.
Empirical Research on Cohesive Value at Risk Model in Credit Portfolio Measurement
信用资产组合一致性风险价值模型及其实证研究
4.
Stochastic Programming Model with CVaR-Recourse Criterion For Credit Portfolio Optimization
信用资产组合优化的“条件在险值-补偿”型随机规划模型
5.
A Portfolio Optimization Model of Banking Based on the Adjusted Credit Risk
基于信用风险修正的银行资产组合优化模型
6.
The Portfolio Re - arrangement and the Credit Loss in Commercial Banks: A Measurement Analysis on their Relation
商业银行资产组合信用损失相关的度量研究
7.
Research & Application of Portfolio Optimization Models of Loan Assets in Commercial Banks;
商业银行信贷资产组合优化模型及其应用研究
8.
The Valuation of Credit Derivatives Based on Portfolio;
基于投资组合信用衍生产品的定价计算及分析
9.
On the Heterogeneity of Credit Portfolio and It s Impact on Credit Losses;
信贷资产组合的异质性及其对信用风险损失的影响
10.
A Portfolio Optimization Model of Banking Asset Based on the Adjusted Credit Grade and the Semivariance Absolute Deviation
基于信用等级修正和半绝对离差风险的银行资产组合优化模型
11.
Optimization Model of Asset Portfolio Based on Double Immunization of Credit Risk and Interest Rate Risk;
基于信用与利率双重风险免疫的资产组合优化模型
12.
Research on Optimization Model of Asset Portfolio Based on Credit Risk and Interest Rate Risk
基于信用风险和利率风险的资产组合优化模型研究
13.
An Empirical Study of the Measuring of Asset Portfolio's Credit Risk of Commercial Banks by Copula Function
Copula函数度量我国商业银行资产组合信用风险的实证研究
14.
A Study on Effects of Portfolio Heterogeneity on the Credit Losses;
信贷资产异质性对信贷组合损失的影响研究
15.
A study of Delegated Portfolio Management Contract with Information Cost
考虑信息成本的委托资产组合管理合同研究
16.
Multistate Tail Approximation for Portfolio Credit Risk;
投资组合信用风险的多状态尾部逼近
17.
Application of Markov Chain in the Frontier Portfolio
马尔可夫链在前沿资产组合中的运用
18.
The Solution to Decision Making of Awarding Credit Assets Combinatorial Optimization;
银行授信资产组合优化决策模型与求解