中文版 | English

在结果中检索

CSpace

浏览/检索结果: 共2条，第1-2条 帮助

限定条件                    
已选(0)清除 条数/页：   排序方式：
RISK MEASURE OPTIMIZATION: PERCEIVED RISK AND OVERCONFIDENCE OF STRUCTURED PRODUCT INVESTORS 期刊论文
JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION, 2019, 卷号: 15, 期号: 3, 页码: 1473-1492
作者:  Chen, Xi;  Wang, Zongrun;  Deng, Songhai;  Fang, Yong
收藏  |  浏览/下载：154/0  |  提交时间：2020/01/10
Perceived risk  overconfidence  price distribution  subjective probability  structured financial product  
Model averaging based on leave-subject-out cross-validation for vector autoregressions 期刊论文
JOURNAL OF ECONOMETRICS, 2019, 卷号: 209, 期号: 1, 页码: 35-60
作者:  Liao, Jun;  Zong, Xianpeng;  Zhang, Xinyu;  Zou, Guohua
收藏  |  浏览/下载：195/0  |  提交时间：2020/01/10
Asymptotic optimality  Consistency  Leave-subject-out cross-validation  Model averaging  Vector autoregressions