高分辨能力鲁棒一致性金融风险测度及其应用研究

71771030
2017
G0114.金融工程
戴志锋
面上项目
教授
长沙理工大学
48万元
资本资产定价模型;投资组合选择;分布鲁棒优化;一致性金融风险测度;高阶随机占优
2018-01-01到2021-12-31
  • 中英文摘要
  • 结题摘要
  • 结题报告
  • 项目成果
  • 项目参与人
查看更多信息请先登录或注册
查看更多信息请先登录或注册
查看更多信息请先登录或注册
重置
序号 标题 类型 作者
1 Prediction of Stock Returns: Sum-of-the-Parts Method and Economic Constraint Method 期刊论文 Dai Zhifeng;Zhou Huiting
2 Some new efficient mean-variance portfolio selection models 期刊论文 Dai Zhifeng;Kang Jie
3 Bond yield and crude oil prices predictability 期刊论文 Dai Zhifeng;Kang Jie
4 TWO NONPARAMETRIC APPROACHES TO MEAN ABSOLUTE DEVIATION PORTFOLIO SELECTION MODEL 期刊论文 Dai Zhifeng;Zhu Huan;Wen Fenghua
5 Indicator selection and stock return predictability 期刊论文 Dai Zhifeng;Zhu Huan
6 Comments on Hybrid Conjugate Gradient Algorithm for Unconstrained Optimization 期刊论文 Dai Zhifeng
7 Stock return predictability from a mixed model perspective 期刊论文 Dai Zhifeng;Zhu Huan
8 A Modified Hestenes-Stiefel-Type Derivative-Free Method for Large-Scale Nonlinear Monotone Equations 期刊论文 Dai Zhifeng;Zhu Huan
9 Efficient predictability of oil price: The role of number of IPOs and U.S.dollar index 期刊论文 Dai Zhifeng;Kang Jie;Hu Yangli
10 The skewness of oil price returns and equity premium predictability 期刊论文 Dai Zhifeng;Zhuo Huiting;Kang Jie;Wen Fenghua
11 Forecasting stock return volatility: The role of shrinkage approaches in a data-rich environment 期刊论文 Dai Zhifeng;Li Tingyu;Yang Mi
12 Forecasting stock market returns by combining sum-of-the-parts and ensemble empirical mode decomposition 期刊论文 Dai Zhifeng;Zhu Huan
13 人民币汇率的可预测性与预测因子选择 期刊论文 戴志锋;康杰;王雄
14 Forecasting stock market returns: New technical indicators and two-step economic constraint method 期刊论文 Dai Zhifeng;Dong Xiaodi;Kang Jie;Hong Lianying
15 New technical indicators and stock returns predictability 期刊论文 Dai Zhifeng;Zhu Huan;Kang Jie
16 Sparse and Robust mean-variance Portfolio Optimization Problems 期刊论文 Dai Zhifeng;Wang Fei
17 A Closer Look at the Minimum-Variance Portfolio Optimization Model 期刊论文 Dai Zhifeng
18 A generalized approach to sparse and stable portfolio optimization problem 期刊论文 Dai Zhifeng;Wen Fenghua
19 Forecasting Chinese industry return volatilities with RMB/USD exchange rate 期刊论文 Dai Zhifeng;Zhu Huan;Dong Xiaodi
20 Predicting stock returns: a risk measurement perspective 期刊论文 Dai Zhifeng;Kang Jie;Wen Fenghua
21 Forecasting Stock Market Volatility: A Combination Approach 期刊论文 Dai Zhifeng;Zhou Huiting;Dong Xiaodi;Kang Jie
22 Forecasting stock market volatility: can the risk aversion measure exert an important role? 期刊论文 Dai Zhifeng;Chang Xiaoming
23 Some improved sparse and stable portfolio optimization problems 期刊论文 Dai Zhifeng;Wen Fenghua
24 Efficient predictability of stock return volatility: the role of stock market implied volatility 期刊论文 Zhifeng Dai;Huiting Zhou;Fenghua Wen;Shaoyi He
25 大型优化问题及非线性方程组的算法研究 奖励 周伟军;戴志锋;张丽;田博士
查看更多信息请先登录或注册

相关项目

趋势报告

经验分享