1.
CVaR Model of Supply Chain for Listed Company Risk Assessment;
上市公司供应链风险评估CVaR模型
2.
Two-fund separation theorem under mean-CVaR model;
均值-CVaR模型下的两基金分离定理
3.
Mean-CVaR models of price-only contracts of supply chain
供应链价格契约的均值-CVaR模型
4.
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
5.
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
6.
A Study on Conditional Risk at Value Models;
条件风险值（CVaR）模型的理论研究
7.
Optimal Portfolios Models with the Risk Control of CVaR;
CVaR风险度量下Log最优投资组合模型
8.
CVaR Portfolio Optimization Model under Frictional Market;
在摩擦市场下的优化CVaR投资组合模型
9.
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
10.
Portfolio Optimization Model with CVaR Constraints;
基于CVaR约束的投资组合优化模型
11.
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
12.
Overbooking Model of Ocean Shipping Container under CVaR;
基于CVaR的海运集装箱超订模型
13.
CVaR in a Newsvendor Model with Lost Sale Penalty Cost;
带有缺货惩罚的报童模型中的CVaR研究
14.
CVaR-based Portforlio Optimization Model Research;
基于CVaR的投资组合优化模型研究
15.
The CVaR method of risk management and its simplified model;
风险管理的CVaR方法及其简化模型
16.
CVAR-EGARCH-GED Model and Its Application Base on Copula Theory
基于Copula理论的CVaR-EGARCH-GED模型研究及应用
17.
Modeling Capacity Reservation Contract Based on CVaR Model
基于CVaR的能力预定期权契约模型
18.
Derivative Portfolio Optimization Model Based on CVaR;
基于CVaR的衍生证券投资组合优化模型研究