[1] |
XU Qi-fa, LIU Shu-ting, JIANG Cui-xia.
Portfolio Selection with Conditional Skewness Estimated via MIDAS Quantile Regressions
[J]. Chinese Journal of Management Science, 2021, 29(3): 24-36.
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[2] |
HE Chao-lin, TU Bei, WANG Peng.
The Effectiveness of Dynamic Mean-variance Portfolio: An Aspect of Time-varying Risk Tolerance
[J]. Chinese Journal of Management Science, 2021, 29(1): 1-11.
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[3] |
GUO Fan-yong, PAN He-ping.
Dynamic Portfolio Management Strategy with Adaptive Beta Coefficients
[J]. Chinese Journal of Management Science, 2019, 27(7): 1-10.
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[4] |
LI Ai-zhong, WANG Shou-yang, PENG Yue-lan.
Continuous-time Asset Allocation Strategy with Inflation and Stochastic Interest Rates
[J]. Chinese Journal of Management Science, 2019, 27(2): 61-70.
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[5] |
PENG Zi-jin, XU Wei-jun.
Universal Portfolio Strategy Based on Forecasting Price
[J]. Chinese Journal of Management Science, 2018, 26(9): 1-10.
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[6] |
WANG Jian-jian, HE Feng, WU Zi-xuan, Chen Li-li.
Interval Quadratic Programming Model for Portfolio Selection with Improved Interval Acceptability Degree
[J]. Chinese Journal of Management Science, 2018, 26(9): 11-18.
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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] |
XU Qi-fa, DING Xiao-han, JIANG Cui-xia.
Mean-ES based Portfolio Selection via Expectile Regression
[J]. Chinese Journal of Management Science, 2018, 26(10): 20-29.
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[9] |
TAO Sha, SHENG Zhao-han, ZHU Jian-bo.
Robust Decision-Making of Project Portfolio Selectionwith Uncertain Project Interactions
[J]. Chinese Journal of Management Science, 2017, 25(4): 190-196.
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[10] |
HU Zhi-jun, PENG Fei, LI Zhi-xia.
Bayesian Evaluation and Selection Strategies in Venture Project Portfolio Decision Analysis
[J]. Chinese Journal of Management Science, 2017, 25(2): 30-39.
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[11] |
XU Qi-fa, ZHOU Ying-ying, JIANG Cui-xia.
CVaR Based High Dimensional Portfolio Selection under Norm Constraints
[J]. Chinese Journal of Management Science, 2017, 25(2): 40-49.
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[12] |
ZHANG Peng, ZHANG Wei-Guo, ZHANG Yi-fei.
Multi-period Mean-semivariance Portfolio Selection with Minimum Transaction Lots Constraints
[J]. Chinese Journal of Management Science, 2016, 24(7): 11-17.
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[13] |
ZHANG Peng, ZHANG Wei-Guo, ZHANG Yi-fei.
Multi-period Mean-semivariance Portfolio Selection with Minimum Transaction Lots Constraints
[J]. Chinese Journal of Management Science, 2016, 24(7): 11-17.
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[14] |
LI Xing-mei, WEI Han-jing, QI Jian-xun, GUO Xiao-ling.
Research on Project Portfolio Selection Model with Divisibility and Resource Constraints
[J]. Chinese Journal of Management Science, 2016, 24(11): 40-46.
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[15] |
YAO Hai-xiang, LI Zhong-fei.
Expected Utility Maximization Optimal Portfolio Selection Based on Nonparametric Estimation Framework
[J]. Chinese Journal of Management Science, 2014, 22(1): 1-9.
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