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一种基于拓扑结构及分配机制设计的多子块激励共识机制 期刊论文
计算机科学, 2020, 卷号: 47, 期号: 7, 页码: 268-277
Authors:  刘帅;  甘国华;  刘明熹;  房勇;  汪寿阳
Favorite  |  View/Download:54/0  |  Submit date:2021/01/14
Blockchain  Consensus  Inspire miner  Mining strategy  区块链  共识  矿工激励  挖矿策略  
基于VaR的风险平价投资策略及应用 期刊论文
系统工程学报, 2020, 卷号: 35, 期号: 5, 页码: 623-631,641
Authors:  赵大萍;  房勇
Favorite  |  View/Download:51/0  |  Submit date:2021/01/14
portfolio  risk parity  VaR  global minimum variance portfolio  equal weighted portfolio  投资组合  风险平价  VaR  全局最小方差组合  等权组合  
Portfolio Selection Based on Bayesian Theory 期刊论文
MATHEMATICAL PROBLEMS IN ENGINEERING, 2019, 卷号: 2019, 页码: 11
Authors:  Zhao, Daping;  Fang, Yong;  Zhang, Chaoliang;  Wang, Zongrun
Favorite  |  View/Download:17/0  |  Submit date:2020/05/24
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
Authors:  Chen, Xi;  Wang, Zongrun;  Deng, Songhai;  Fang, Yong
Favorite  |  View/Download:22/0  |  Submit date:2020/01/10
Perceived risk  overconfidence  price distribution  subjective probability  structured financial product  
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
Authors:  Li, Hong-Quan;  Yi, Zhi-Hong;  Fang, Yong
Favorite  |  View/Download:35/0  |  Submit date:2019/04/02
Aggregation operator  Portfolio selection  The mean-variance model  The ordered modular averages  The ordered weighted averages  
中国银行业货币错配问题实证分析 期刊论文
系统工程理论与实践, 2019, 卷号: 039, 期号: 008, 页码: 1936-1942
Authors:  郭盛;  刘洋;  房勇
Favorite  |  View/Download:21/0  |  Submit date:2020/05/24
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
Authors:  Fang, Yong;  Bo, Lin;  Zhao, Daping;  Wang, Shouyang
Favorite  |  View/Download:48/0  |  Submit date:2018/07/30
Black-Litterman optimization  fuzzy covariance  fuzzy number  portfolio selection  
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
Authors:  Fang, Yong;  Bo, Lin;  Zhao, Daping;  Wang, Shouyang
Favorite  |  View/Download:20/0  |  Submit date:2019/12/31
中国融资融券业务处置效应的实证分析 期刊论文
中国管理科学, 2018, 卷号: 026, 期号: 009, 页码: 41
Authors:  肖琳;  赵大萍;  房勇
Favorite  |  View/Download:22/0  |  Submit date:2020/01/10
基于投资者观点的多阶段投资组合选择模型 期刊论文
系统工程理论与实践, 2017, 卷号: 37, 期号: 8, 页码: 2024
Authors:  柏林;  赵大萍;  房勇;  汪寿阳
Favorite  |  View/Download:11/0  |  Submit date:2020/01/10