Trail of optimal portfolio selection under influence of the capital structure;
资本结构作用下市场投资组合轨迹的研究
Building of the Appropriate Portfolio Theory in Chinese Securities Market;
适合我国证券市场投资组合模型的构建
The Research of Risk Management and Optimization Model of the Portfolio in China s Stock Market;
我国证券市场投资组合风险管理优化模型研究
Probability criterion model of optimal portfolio selection of friction market with liability;
负债下摩擦市场投资组合的概率准则模型
Existence of an Arbitrage about Portfolio in an Unequilibrium Market
非均衡市场中投资组合套利的存在性
CVaR Portfolio Optimization Model under Frictional Market;
在摩擦市场下的优化CVaR投资组合模型
Multi-period Probability Criterion Dynamic Portfolio Selection in Stochastic Market;
随机市场多期概率准则动态投资组合
The Application of Financial Market Risk Measurement and Modern Portfolio Theory Based an Copula and EVT;
证券投资组合的市场风险度量与优化
Continuous-Time Portfolio Selection Research in an Incomplete Market
不完全市场下连续时间投资组合研究
Non-linear Complexity of Capital Market and Portfolio Optimization
资本市场的非线性复杂性与投资组合优化
Research on Portfolio Theory and Capital Market Equilibrium Model;
组合投资理论与资本市场均衡模型研究
The Analysis of Investment Pattern and Portfolio for Pension Insurance Fund;
养老保险基金在资本市场的投资模式与投资组合分析
The optimal portfolio in the frictional market and its algorithm
一类摩擦市场的最优投资组合及其算法研究
Robust Optimal Portfolio in Uncertain Markets;
不确定市场条件下的稳健最优投资组合
Mathematical Analysis of the Portfolio Frontier in Friction Market;
摩擦市场中投资组合有效前沿的数学分析
A Study on Portfolio Optimize in the China s Stock Market;
中国证券市场的最优投资组合选择研究
Optimal dynamic portfolio selection in a frictional market with mutiperiod mean-variance formulation;
摩擦市场下多阶段投资组合的均值方差模型
Optimization approach for long-short portfolio selection under the attrition market;
摩擦市场下买空-卖空投资组合选择的优化方法
