1.
Optimal Portfolio Construction of the Social Security Fund Based on the Mean-VaR Model;
基于均值-VaR模型社保基金最优投资组合的构建
2.
A Numeric Approach to Solve Mean-VaR Model:Saddle-point Approximation and Genetic Algorithm
均值-VaR模型的一种新解法：鞍点近似、遗传算法
3.
A Mean--VaR Framework for Hedging with Options;
利用期权进行套期保值的均值——VaR模型
4.
Mean-VaR and Dynamic Portfolio Models Analysis;
均值-VaR与动态投资组合模型分析
5.
Applicaton of Mean Variance Change-point Model to Value-at-Risk;
均值方差变点参数模型在风险价值VaR中的应用
6.
A Mean-VaR Framework for Speculating and Hedging with Options;
利用期权进行投机和套期保值的均值——VaR模型
7.
The Study of A Mean-VaR Portfolio Model including Riskfree Security;
引入无风险证券的均值——VaR投资组合模型研究
8.
The deep-study of a mean-VaR model under constraints of investment chance;
基于机会约束的均值—VaR投资组合模型再研究
9.
A Study on Asset Allocation of Mutual Funds;
VaR约束下均值—方差模型在基金资产配置的应用
10.
Study of a Mean-VaR portfolio model under the constraints of investment chance;
基于机会约束的均值—VaR投资组合模型研究
11.
Optimal Operators and Parameters of the Genetic Algorithm in Solving the Portfolio of Mean-VaR Kernel Estimation;
遗传算法求解均值—核估计VaR投资组合模型的算子及参数
12.
Research on the Mean-VaR Portfolio Model under Constraint of Investment Chance with Riskless Asset Can not be Borrowed
机会约束下不允许无风险借入的均值-VaR投资组合模型的再研究
13.
Research on the Mean-VaR Portfolion Model under Constraint of Investment Chance with Riskless Asset Can't Be Borrowed
机会约束下不允许无风险借入的均值-VaR投资组合模型
14.
Portfolio selection with different borrowing-lending rates:Utility maximization model based on mean and VaR
不同借贷利率下的投资组合选择——基于均值和VaR的效用最大化模型
15.
Conditional Estimation with the Missing Values of Wind Velocity Based on VAR Model;
基于VAR模型对风速缺失值的条件估计
16.
Extreme Value Model and VaR Estimation of Shanghai Stock Index;
上证股指极值模型估计和VaR计算
17.
An Chance-Constrained Mean-VaR Portfolio Model with Capital Structure and Transaction Costs;
机会约束下的含有资本结构因子和交易成本的均值-VaR投资组合模型
18.
A Portfolio Selection Model for Mutual Fund Based on Mixed Integer Programming of Mean-VaR under Chance-constrained;
机会约束下基于混合整数规划的均值-VaR证券投资基金投资组合选择模型