多期风险度量与投资分析的随机优化方法

70971109
2009
G0114.金融工程
陈志平
面上项目
教授
西安交通大学
26万元
投资组合选择;管理决策;金融风险;随机优化;多期投资
2010-01-01到2012-12-31
  • 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 Quantitative stability of mixed-integer two-stage quadratic stochastic programs 期刊论文 Chen, Zhiping|Han, Youpan|
2 Nonlinearly weighted convex risk measure and its application 期刊论文 Chen, Zhiping|Yang, Li|
3 Scenario tree generation approaches using K-means and LP moment matching methods 期刊论文 Xu, Daobao|Chen, Zhiping|Yang, Li|
4 Continuity of the optimal value function and optimal solutions of parametric mixed-integer quadratic programs 期刊论文 Chen Zhi-ping|Han You-pan|
5 An MAGDM based on constrained FAHP and FTOPSIS and its application to supplier selection 期刊论文 Chen, Zhiping|Yang, Wei|
6 支付红利的最优投资消费模型研究 期刊论文 赵小艳|段启宏|ZHAO Xiao-yan,DUAN Qi-hong(Department of Statistic|
7 An Expectation Maximization Algorithm to Model Failure Times by Continuous-Time Markov Chains 期刊论文 Duan, Qihong|Chen, Zhiping|Zhao, Dengfu|
8 New aggregation operators based on the Choquet integral and 2-tuple linguistic information 期刊论文 Yang, Wei|Chen, Zhiping|
9 金融市场风险度量方法的发展 期刊论文 王懿|陈志平|杨立|
10 A new multiple attribute group decision making method in intuitionistic fuzzy setting 期刊论文 Chen, Zhiping|Yang, Wei|
11 智能排班问题的概率约束规划模型与有效求解 期刊论文 陈志平|刘嘉|程蓓|
12 Postoptimality for mean-risk stochastic mixed-integer programs and its application 期刊论文 Chen, Zhiping|Zhang, Feng|Yang, Li|
13 均值-ES框架下带交易费用的资本资产市场中均衡价格的存在性与确定 期刊论文 陈志平|王懿|
14 New models of trader beliefs and their application for explaining financial bubbles 期刊论文 Chen, Zhiping|Duan, Qihong|
15 Tail nonlinearly transformed risk measure and its application 期刊论文 Chen, Zhiping|Yang, Li|Xu, Daobao|Hu, Qianhui|
16 因子结构下的新型多期投资组合选择模型 期刊论文 王艳萍|陈志平|陈玉娜|
17 多因子投资组合选择模型研究 期刊论文 王艳萍|陈志平|陈玉娜|WANG Yan-ping 1,CHEN Zhi-ping 2,CHEN Yu-na 2(1-Dep|2-School of Mathematics and Statistics,Xi’an Jiaot|
18 Optimal investment policy in the time consistent mean–variance formulation 期刊论文 Zhiping Chen|Gang Li|
19 QUANTITATIVE STABILITY OF FULL RANDOM TWO-STAGE MULTI-OBJECTIVE STOCHASTIC PROGRAMS 期刊论文 Han, Youpan|Chen, Zhiping|
20 离散约束条件下的实用投资组合选择模型 期刊论文 陈志平|张峰|
21 Parameter estimation of a multistate model for an aging piece of equipment under condition-based maintenance 期刊论文 Duan, Qihong1|Chen, Xiang1|Zhao, Dengfu2|Zhao, Zheng2|
22 Dynamic portfolio optimization under multi-factor model in stochastic markets 期刊论文 Chen, Zhiping|Song, Zhenxia|
23 A new multiple criteria decision making method based on intuitionistic fuzzy information 期刊论文 Chen, Zhiping|Yang, Wei|
24 基于风险厌恶度和分布划分的绩效评估指数 期刊论文 陈志平|曹璇|
25 The quasi-arithmetic intuitionistic fuzzy OWA operators 期刊论文 Yang, Wei|Chen, Zhiping|
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