1.
An analysis of portfolio decision model under the VaR constraint;
VaR约束下的投资组合决策模型分析
2.
Empirical Study on Portfolio Theory Introducing VaR and ES Constraint;
引入VaR和ES约束的投资组合理论实证
3.
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
4.
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
5.
Robust Optimal Tracking Error Portfolio Models Based on VaR;
具有VaR约束的跟踪误差投资组合鲁棒优化模型
6.
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
7.
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
8.
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
9.
The Demonstration of Portfolio Selection under VaR Restriction;
VaR约束下的证券投资决策实证分析
10.
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
11.
The Investment Portfolios Risk Measures: VaR Constrained the Permission Has Non-risk Property Investment Mean-Variance Model in Portfolio Selection;
投资组合风险度量：VaR约束下允许持有无风险资产投资组合模型研究
12.
Portfolio Selection Model Based on Fuzzy Chance-constrainned Programming;
模糊机会约束规划下的投资组合模型
13.
Dynamic Optimal Portfolio in a VaR Framework;
基于VaR控制下的动态优化投资组合
14.
Portfolio Optimization Based on the VaR-ARCH Framework;
VaR-ARCH框架下的投资组合最优化
15.
The Portfolio Study on Base of Conditioned VaR
条件收益率下的VaR投资组合研究
16.
Risk Control Mechanism of Active Portfolio Investment with Tracking Error Constraints
跟踪误差下积极资产组合投资的风险约束机制
17.
A Study on Portfolio Investment Decision under Nonnegative Constraints by Genetic Algorithms
非负约束条件下组合证券投资决策的遗传算法
18.
Continuous-time optimal portfolios under a value-at-risk constraint;
一个风险值约束下的连续时间最优投资组合