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Multi-period portfolio selection with investor views based on scenario tree 期刊论文
APPLIED MATHEMATICS AND COMPUTATION, 2022, 卷号: 418, 页码: 14
作者:  Zhao, Daping;  Bai, Lin;  Fang, Yong;  Wang, Shouyang
收藏  |  浏览/下载:121/0  |  提交时间:2022/06/21
Portfolio selection  Multi-period  Investor views  Scenario tree  Optimization  
Static or dynamic? Characterize and forecast the evolution of urban crime distribution 期刊论文
EXPERT SYSTEMS WITH APPLICATIONS, 2022, 卷号: 190, 页码: 16
作者:  Zhu, Qing;  Zhang, Fan;  Liu, Shan;  Wang, Lin;  Wang, Shouyang
收藏  |  浏览/下载:115/0  |  提交时间:2022/04/02
Urban crime  Spatiotemporal framework  Crime distribution  Graph neural network  
Blockchain competition: The tradeoff between platform stability and efficiency 期刊论文
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 2022, 卷号: 296, 期号: 3, 页码: 1084-1097
作者:  Jiang, Shangrong;  Li, Yuze;  Wang, Shouyang;  Zhao, Lin
收藏  |  浏览/下载:143/0  |  提交时间:2022/04/02
Game theory  Blockchain  Platform competition  Empirical analysis  
Integration of third-party platforms: Does it really hurt them? 期刊论文
INTERNATIONAL JOURNAL OF PRODUCTION ECONOMICS, 2021, 卷号: 234, 页码: 22
作者:  Zhou, Xiaoyang;  Chen, Kexin;  Wen, Haoyu;  Lin, Jun;  Zhang, Kai;  Tian, Xin;  Wang, Shouyang;  Lev, Benjamin
收藏  |  浏览/下载:152/0  |  提交时间:2021/06/01
Platform competition  Platform integration  Stackelberg game  Commission rate decision  Service differentiation  
Supply chain management under carbon taxes: A review and bibliometric analysis 期刊论文
OMEGA-INTERNATIONAL JOURNAL OF MANAGEMENT SCIENCE, 2021, 卷号: 98, 页码: 16
作者:  Zhou, Xiaoyang;  Wei, Xiaoya;  Lin, Jun;  Tian, Xin;  Lev, Benjamin;  Wang, Shouyang
收藏  |  浏览/下载:192/0  |  提交时间:2021/01/14
Supply chain management  Carbon taxes  Carbon emissions  Literature review  
Why the Effects of Oil Price Shocks on China's Economy are Changing 期刊论文
ENERGY JOURNAL, 2020, 卷号: 41, 期号: 6, 页码: 107-132
作者:  Wang, Shouyang;  Zhang, Xun;  Zhao, Lin
收藏  |  浏览/下载:131/0  |  提交时间:2021/04/26
Oil price shocks  Macroeconomy  China  Dynamic stochastic general equilibrium model  Time varying  
More Stringent Cap or Higher Penalty Fee? Dealing with Procrastination in Environmental Protection 期刊论文
ANNALS OF ECONOMICS AND FINANCE, 2020, 卷号: 21, 期号: 1, 页码: 41-69
作者:  Guo, Dongmei;  Wang, Shouyang;  Zhao, Lin
收藏  |  浏览/下载:135/0  |  提交时间:2020/06/30
Environmental policy  Time-inconsistent preferences  Present bias  Procrastination  Cap-and-trade  Principal-agent  
Fuzzy Views on Black-Litterman Portfolio Selection Model 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2018, 卷号: 31, 期号: 4, 页码: 975-987
作者:  Fang, Yong;  Bo, Lin;  Zhao, Daping;  Wang, Shouyang
收藏  |  浏览/下载:162/0  |  提交时间:2018/07/30
Black-Litterman optimization  fuzzy covariance  fuzzy number  portfolio selection  
Complex Dynamics Induced by Nonlinear Pollution Absorption, Pollution Emission Rate and Effectiveness of Abatement Technology in an OLG Model 期刊论文
SUSTAINABILITY, 2017, 卷号: 9, 期号: 5, 页码: 11
作者:  Cao, Dong;  Wang, Lin;  Wang, Shouyang
收藏  |  浏览/下载:111/0  |  提交时间:2018/07/30
pollution absorption  pollution emission  abatement technology  OLG model  
Comparing risks with reference points: A stochastic dominance approach 期刊论文
INSURANCE MATHEMATICS & ECONOMICS, 2016, 卷号: 70, 页码: 105-116
作者:  Guo, Dongmei;  Hu, Yi;  Wang, Shouyang;  Zhao, Lin
收藏  |  浏览/下载:117/0  |  提交时间:2018/07/30
Stochastic dominance  Reference point  Loss aversion  Downside risk  Allais-type anomalies  Endowment effect for risk