| [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.
|
| [2] |
ZHU Peng-fei, TANG Yong, ZHONG Li.
Portfolio Strategy Based on Wavelet-High Order Moments model-Take the International Crude Oil Markets as An Research Objects
[J]. Chinese Journal of Management Science, 2020, 28(10): 24-35.
|
| [3] |
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.
|
| [4] |
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.
|
| [5] |
XIAO Lin, ZHAO Da-ping, FANG Yong.
An Empirical Analysis on Disposition Effect of Chinese Margin Trading
[J]. Chinese Journal of Management Science, 2018, 26(9): 41-51.
|
| [6] |
YU Li-ping, LIN Li-feng, QIU Ruo-zhen.
Robust Optimization Model of Supply Chain Based on EVA and Operational Risk Breference
[J]. Chinese Journal of Management Science, 2018, 26(2): 62-70.
|
| [7] |
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.
|
| [8] |
XU Yuan-dong.
The Consistency of Logical Structure about Asset Pricing in BSV, DHS model and Asset Pricing under Ambiguity
[J]. Chinese Journal of Management Science, 2017, 25(6): 22-31.
|
| [9] |
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.
|
| [10] |
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.
|
| [11] |
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.
|
| [12] |
WANG Peng, YUAN Xiao-li.
A VaR Moldel Based on Multifractal Asymmetry Measurement
[J]. Chinese Journal of Management Science, 2015, 23(3): 13-23.
|
| [13] |
GAO Da-liang, LIU Zhi-feng, YANG Xiao-guang.
Investor Sentiment,Average Correlation and Stock Market Returns
[J]. Chinese Journal of Management Science, 2015, 23(2): 10-20.
|
| [14] |
LIU Yan-ping, QU Lei-lei.
Optimization Model of Downside Skewness Minimum on Loans Portfolio
[J]. Chinese Journal of Management Science, 2014, 22(2): 32-39.
|
| [15] |
LUO Biao, WANG Cheng-yuan.
Design and Analysis of Compensation Contract Model：Based on the Cumulative Prospect Theory
[J]. Chinese Journal of Management Science, 2013, 21(5): 121-128.
|
