[1] |
XIONG Yi-peng, XIONG Zheng-de, YAO Zhu.
Under the Macroscopic Stress Test Commercial Bank Retail Credit Products PD Model Prediction Research
[J]. Chinese Journal of Management Science, 2020, 28(7): 13-22.
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[2] |
WU Jiang, WANG Min-ke, TAN Tao, Zhang Pei-wen.
Modeling and Solving the Location-Inventory Problem with Nonstationary Demand Considering Carbon Cap-and-trade
[J]. Chinese Journal of Management Science, 2020, 28(3): 162-173.
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[3] |
JIN Xiu, CHEN Na, WANG Jia.
Empirical Study on Cross-industry Asset Allocation Model under the Perspective of Flight-to-quality
[J]. Chinese Journal of Management Science, 2020, 28(11): 12-22.
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[4] |
CHAI Shang-lei, ZHOU Peng.
Measuring the Integrated Risk of Carbon Financial Market by a Non-parametric Copula-CVaR Model
[J]. Chinese Journal of Management Science, 2019, 27(8): 1-13.
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[5] |
LYU Yong-jian, FU Ting-luan, HU Ying-yi, DAI Dan-miao.
A Study of Risk Measurements of Chinese Gold Market based on Bootstraped Filtered Historical Simulation Approaches
[J]. Chinese Journal of Management Science, 2019, 27(7): 46-55.
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[6] |
ZHOU Jing, LUO Le.
Adjexpectile as A Risk Measure: Properties、Optimization and Asset Allocation Applications
[J]. Chinese Journal of Management Science, 2018, 26(5): 51-61.
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[7] |
WU Wen-sheng, SHENG Shi-jie, HAN Qi-heng.
Variable Mean and Variance of Asset Allocation Model in Chinese Market
[J]. Chinese Journal of Management Science, 2018, 26(2): 107-115.
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[8] |
WANG Jia, JIN Xiu, WANG Xu, LI Gang.
Research on Cross Market Regime Switching Multi-period Asset Allocation Based on Prospect Theory
[J]. Chinese Journal of Management Science, 2018, 26(12): 44-55.
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[9] |
YANG Kun, YU Wen-hua, WEI Yu.
Dynamic Measurement of Extreme Risk among Various Crude Oil Markets Based on R-vine copula
[J]. Chinese Journal of Management Science, 2017, 25(8): 19-29.
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[10] |
HUANG Jin-bo, LI Zhong-fei, DING Jie.
A Mean-VaR Portfolio Selection Model based on Nonparametric Kernel Estimation Method
[J]. Chinese Journal of Management Science, 2017, 25(5): 1-10.
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[11] |
JIAN Zhi-hong, ZENG Yu-feng, LIU Xi-teng.
Study on CSI 300 Stock Index Futures Overnight Risk Based on CAViaR Model
[J]. Chinese Journal of Management Science, 2016, 24(9): 1-10.
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[12] |
LIU Yu-lin, ZHENG Xiao-chen.
Research on Asset Allocation Based on Inflation and Risk Preference
[J]. Chinese Journal of Management Science, 2016, 24(5): 46-53.
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[13] |
HE Lin.
Optimal Asset Allocation and Benefit Outgo Policies of the DC Pension Plan
[J]. Chinese Journal of Management Science, 2015, 23(8): 39-45.
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[14] |
YIN Li-bo, HAN Li-yan.
Multi-stage Stochastic Programming Model for Active and Dynamic Government Bonds Investment Strategies
[J]. Chinese Journal of Management Science, 2015, 23(6): 9-16.
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[15] |
WANG Peng, YUAN Xiao-li.
A VaR Moldel Based on Multifractal Asymmetry Measurement
[J]. Chinese Journal of Management Science, 2015, 23(3): 13-23.
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