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A minimax portfolio selection strategy with equilibrium 期刊论文
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 2005, 卷号: 166, 期号: 1, 页码: 278-292
作者:  Deng, XT;  Li, ZF;  Wang, SY
收藏  |  浏览/下载:100/0  |  提交时间:2018/07/30
uncertainty modelling  portfolio selection  optimization  equilibrium  
Multiperiod portfolio selection on a minimax rule 期刊论文
DYNAMICS OF CONTINUOUS DISCRETE AND IMPULSIVE SYSTEMS-SERIES B-APPLICATIONS & ALGORITHMS, 2005, 卷号: 12, 期号: 4, 页码: 565-587
作者:  Yu, M;  Wang, SY;  Lai, KK;  Chao, X
收藏  |  浏览/下载:111/0  |  提交时间:2018/07/30
portfolio optimization  minimax rule  bicriteria piecewise linear program  dynamic programming  
A fuzzy index tracking portfolio selection model 期刊论文
COMPUTATIONAL SCIENCE - ICCS 2005, PT 3, 2005, 卷号: 3516, 页码: 554-561
作者:  Fang, Y;  Wang, SY
收藏  |  浏览/下载:101/0  |  提交时间:2018/07/30
A fuzzy mixed projects and securities portfolio selection model 期刊论文
FUZZY SYSTEMS AND KNOWLEDGE DISCOVERY, PT 2, PROCEEDINGS, 2005, 卷号: 3614, 页码: 931-940
作者:  Fang, Y;  Lai, KK;  Wang, SY
收藏  |  浏览/下载:81/0  |  提交时间:2018/07/30
Risk control over bankruptcy in dynamic portfolio selection: A generalized mean-variance formulation 期刊论文
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2004, 卷号: 49, 期号: 3, 页码: 447-457
作者:  Zhu, SS;  Li, D;  Wang, SY
收藏  |  浏览/下载:127/0  |  提交时间:2018/07/30
dynamic portfolio selection  dynamic programming  mean-variance formulation  stochastic control  
XML-based schemes for business project portfolio selection 期刊论文
DATA MINING AND KNOWLEDGE MANAGEMENT, 2004, 卷号: 3327, 页码: 254-262
作者:  Dong, JC;  Lai, KK;  Wang, SY
收藏  |  浏览/下载:89/0  |  提交时间:2018/07/30
A minimax rule for portfolio selection in frictional markets 期刊论文
MATHEMATICAL METHODS OF OPERATIONS RESEARCH, 2003, 卷号: 57, 期号: 1, 页码: 141-155
作者:  Wang, SY;  Yamamoto, Y;  Yu, M
收藏  |  浏览/下载:99/0  |  提交时间:2018/07/30
portfolio selection  optimization  minimax risk measure  
Mean-variance-skewness model for portfolio selection with transaction costs 期刊论文
INTERNATIONAL JOURNAL OF SYSTEMS SCIENCE, 2003, 卷号: 34, 期号: 4, 页码: 255-262
作者:  Liu, S;  Wang, SY;  Qiu, W
收藏  |  浏览/下载:77/0  |  提交时间:2018/07/30
A class of linear interval programming problems and its application to portfolio selection 期刊论文
IEEE TRANSACTIONS ON FUZZY SYSTEMS, 2002, 卷号: 10, 期号: 6, 页码: 698-704
作者:  Lai, KK;  Wang, SY;  Xu, JP;  Zhu, SS;  Fang, Y
收藏  |  浏览/下载:102/0  |  提交时间:2018/07/30
interval  order relation  portfolio selection  
Bid markup selection models by use of multiple criteria 期刊论文
IEEE TRANSACTIONS ON ENGINEERING MANAGEMENT, 2002, 卷号: 49, 期号: 2, 页码: 155-160
作者:  Lai, KK;  Liu, SL;  Wang, SY
收藏  |  浏览/下载:114/0  |  提交时间:2018/07/30
bid markup selection  competitive bidding  multiple criteria decision making