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Portfolio selection under uncertainty by the ordered modular average operator 期刊论文
FUZZY OPTIMIZATION AND DECISION MAKING, 2019, 卷号: 18, 期号: 1, 页码: 1-14
作者:  Li, Hong-Quan;  Yi, Zhi-Hong;  Fang, Yong
收藏  |  浏览/下载:189/0  |  提交时间:2019/04/02
Aggregation operator  Portfolio selection  The mean-variance model  The ordered modular averages  The ordered weighted averages  
Multi-Attribute Portfolio Selection with Genetic Optimization Algorithms 期刊论文
INFOR, 2009, 卷号: 47, 期号: 1, 页码: 23-30
作者:  Yu, Lean;  Wang, Shouyang;  Lai, Kin Keung
收藏  |  浏览/下载:129/0  |  提交时间:2018/07/30
Multi-attribute portfolio selection  asset quality evaluation  asset allocation  mean-variance model  genetic algorithm  
Continuous-time portfolio selection with liability: Mean-variance model and stochastic LQ approach 期刊论文
INSURANCE MATHEMATICS & ECONOMICS, 2008, 卷号: 42, 期号: 3, 页码: 943-953
作者:  Xie, Shuxiang;  Li, Zhongfei;  Wang, Shouyang
收藏  |  浏览/下载:150/0  |  提交时间:2018/07/30
portfolio selection  asset-liability management  continuous-time  mean-variance model  stochastic linear-quadratic control  
Neural network-based mean-variance-skewness model for portfolio selection 期刊论文
COMPUTERS & OPERATIONS RESEARCH, 2008, 卷号: 35, 期号: 1, 页码: 34-46
作者:  Yu, Lean;  Wang, Shouyang;  Lai, Kin Keung
收藏  |  浏览/下载:117/0  |  提交时间:2018/07/30
mean-variance-skewness model  portfolio selections  radial basis function neural network  forecasting  trading strategy  risk preference