结果：找到“portfolio risk”相关内容166个，排序为按回复时间降序，搜索更多相关帖子请点击“高级”
风险模型选择的实现 in Excel and Python(Option risk management)3 个回复 - 1269 次查看 风险模型选择的实现 in Excel and Python 风险模型选择是风险管理中的重要点和关键点，我在这里分享的“风险模型选择的实现 in Excel and Python”，是基于Elements of Financial Risk Management(2012 2nd ed. ...2020-5-22 09:49 - Lotus_ss - 现金交易版
Bond Portfolio Investing and Risk
11 个回复 - 3803 次查看 Bond Portfolio Investing and Risk Management by Bhansali2013-1-18 07:12 - snowman88 - 金融学（理论版）
11 个回复 - 3803 次查看 Bond Portfolio Investing and Risk Management by Bhansali2013-1-18 07:12 - snowman88 - 金融学（理论版）
Advanced Stochastic Models, Risk Assessment, and Portfolio Optimization
5 个回复 - 2169 次查看 Advanced Stochastic Models, Risk Assessment, and Portfolio Optimization: The Ideal Risk, Uncertainty, and Performance Measures by Svetlozar T. Rachev, Stoyan V. Stoyanov and Frank J. Fabozzi Engl ...2014-12-21 00:33 - koalachen2013 - 金融学（理论版）
5 个回复 - 2169 次查看 Advanced Stochastic Models, Risk Assessment, and Portfolio Optimization: The Ideal Risk, Uncertainty, and Performance Measures by Svetlozar T. Rachev, Stoyan V. Stoyanov and Frank J. Fabozzi Engl ...2014-12-21 00:33 - koalachen2013 - 金融学（理论版）
[论坛首发] 原版高清 Portfolio Risk Analysis (2010年新书)
490 个回复 - 40151 次查看 davidoff6出品，必属精品 回复后见解压密码 **** 本内容被作者隐藏 ****2010-5-8 09:56 - davidoff6 - 金融学（理论版）
490 个回复 - 40151 次查看 davidoff6出品，必属精品 回复后见解压密码 **** 本内容被作者隐藏 ****2010-5-8 09:56 - davidoff6 - 金融学（理论版）
Financial Risk Modelling and Portfolio Optimization with R
19 个回复 - 4287 次查看 【作者(必填)】Bernhard Pfaff 【文题(必填)】Financial Risk Modelling and Portfolio Optimization with R 【年份(必填)】2012 【全文链接或数据库名称(选填)】http://boxuesky.com/viewthread.php?tid= ...2013-6-5 22:20 - lipj - 求助成功区
19 个回复 - 4287 次查看 【作者(必填)】Bernhard Pfaff 【文题(必填)】Financial Risk Modelling and Portfolio Optimization with R 【年份(必填)】2012 【全文链接或数据库名称(选填)】http://boxuesky.com/viewthread.php?tid= ...2013-6-5 22:20 - lipj - 求助成功区
【经典教材系列】Portfolio Analytics: An Introduction to Return and Risk (第二版)
113 个回复 - 7088 次查看 经典教材2015年第二版，降价出售期已过，想要随时跟踪最新好书，请点击头像下方“加关注”。关注成功后，查看这里即可：关注的帖子。 [相关阅读] 【经典教材系列】（资料汇总帖，附链接，持续添加中）2015-12-1 07:37 - wwqqer - 金融学（理论版）
113 个回复 - 7088 次查看 经典教材2015年第二版，降价出售期已过，想要随时跟踪最新好书，请点击头像下方“加关注”。关注成功后，查看这里即可：关注的帖子。 [相关阅读] 【经典教材系列】（资料汇总帖，附链接，持续添加中）2015-12-1 07:37 - wwqqer - 金融学（理论版）
Financial Risk Modelling and Portfolio Optimization with R.pdf
6 个回复 - 4166 次查看 Financial Risk Modelling and Portfolio Optimization with R Bernhard Pfaff Invesco Global Strategies, Germany Contents Preface xi List of abbreviations xiii Part I MOTIVATION 1 1 Introdu ...2017-9-1 13:06 - ryoeng - R语言论坛
6 个回复 - 4166 次查看 Financial Risk Modelling and Portfolio Optimization with R Bernhard Pfaff Invesco Global Strategies, Germany Contents Preface xi List of abbreviations xiii Part I MOTIVATION 1 1 Introdu ...2017-9-1 13:06 - ryoeng - R语言论坛
Significance of Project Risking Methods on Portfolio Optimization Models
1 个回复 - 2303 次查看 Significance of Project Risking Methods on Portfolio Optimization Models2018-12-8 15:23 - zlghs - 金融学（理论版）
1 个回复 - 2303 次查看 Significance of Project Risking Methods on Portfolio Optimization Models2018-12-8 15:23 - zlghs - 金融学（理论版）
Financial Risk Modelling and Portfolio Optimization with R [Pfaff 2016]
14 个回复 - 7496 次查看 金融风险建模和投资组合优化：R语言 最新版 欢迎共同学习哈！谢谢啦！ 【备注：SORRY！第一个附件：我有做了高亮标记！第二个附件：是全新的！请大家下载第二个附件！抱歉！】2017-8-17 09:18 - labixiaohong - R语言论坛
14 个回复 - 7496 次查看 金融风险建模和投资组合优化：R语言 最新版 欢迎共同学习哈！谢谢啦！ 【备注：SORRY！第一个附件：我有做了高亮标记！第二个附件：是全新的！请大家下载第二个附件！抱歉！】2017-8-17 09:18 - labixiaohong - R语言论坛
Diversified Risk Parity Strategies for Equity Portfolio Selection
4 个回复 - 1460 次查看 【作者(必填)】Harald Lohre, Ulrich Neugebauer, and Carsten Zimmer 【文题(必填)】Diversified Risk Parity Strategies for Equity Portfolio Selection 【年份(必填)】2012 【全文链接或数据库名称(选填 ...2017-4-18 18:41 - MemMao - 求助成功区
4 个回复 - 1460 次查看 【作者(必填)】Harald Lohre, Ulrich Neugebauer, and Carsten Zimmer 【文题(必填)】Diversified Risk Parity Strategies for Equity Portfolio Selection 【年份(必填)】2012 【全文链接或数据库名称(选填 ...2017-4-18 18:41 - MemMao - 求助成功区
PRACTICAL RISK MANAGEMENT FOR EQUITY PORTFOLIO MANAGERS
4 个回复 - 1174 次查看 PRACTICAL RISK MANAGEMENT FOR EQUITY PORTFOLIO MANAGERS 63 Pages keywords Risk; Budgeting; Hedge Funds; Factor Analysis; Dendrograms; Cluster Analysis2019-1-21 23:08 - zlghs - 金融学（理论版）
4 个回复 - 1174 次查看 PRACTICAL RISK MANAGEMENT FOR EQUITY PORTFOLIO MANAGERS 63 Pages keywords Risk; Budgeting; Hedge Funds; Factor Analysis; Dendrograms; Cluster Analysis2019-1-21 23:08 - zlghs - 金融学（理论版）
Forecasting portfolio-Value-at-Risk with nonparametric lower tail dependence est
1 个回复 - 650 次查看 【作者(必填)】 2323 【文题(必填)】 Forecasting portfolio-Value-at-Risk with nonparametric lower tail dependence estimates【年份(必填)】 2323 【全文链接或数据库名称(选填)】https://www.sciencedirec ...2021-6-21 22:05 - internet.hzx - 求助成功区
1 个回复 - 650 次查看 【作者(必填)】 2323 【文题(必填)】 Forecasting portfolio-Value-at-Risk with nonparametric lower tail dependence estimates【年份(必填)】 2323 【全文链接或数据库名称(选填)】https://www.sciencedirec ...2021-6-21 22:05 - internet.hzx - 求助成功区
优质论文集：Risk Analysis and Portfolio Modelling
3 个回复 - 1276 次查看 Contents About the Special Issue Editors . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . vii David Edmund Allen and Elisa Luciano Risk Analysis and Portfolio Modelli ...2021-6-10 08:56 - shyyw - 金融学（理论版）
3 个回复 - 1276 次查看 Contents About the Special Issue Editors . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . vii David Edmund Allen and Elisa Luciano Risk Analysis and Portfolio Modelli ...2021-6-10 08:56 - shyyw - 金融学（理论版）
Assessing the systemic risk of a heterogeneous portfolio of banks during the rec
2 个回复 - 543 次查看 【作者(必填)】 323 【文题(必填)】 Assessing the systemic risk of a heterogeneous portfolio of banks during the recent financial crisis【年份(必填)】 23 【全文链接或数据库名称(选填)】https://www.s ...2020-1-10 00:39 - internet.hzx - 求助成功区
2 个回复 - 543 次查看 【作者(必填)】 323 【文题(必填)】 Assessing the systemic risk of a heterogeneous portfolio of banks during the recent financial crisis【年份(必填)】 23 【全文链接或数据库名称(选填)】https://www.s ...2020-1-10 00:39 - internet.hzx - 求助成功区
Portfolio Theory and Risk Management
47 个回复 - 4558 次查看 Portfolio Theory and Risk Management Maciej J. Capiński, Ekkehard Kopp 2017 | ISBN-10: 1107003679, 0521177146 | 172 pages | PDF | 5 MB With its emphasis on examples, exercises a ...2017-3-7 21:14 - igs816 - 量化投资
47 个回复 - 4558 次查看 Portfolio Theory and Risk Management Maciej J. Capiński, Ekkehard Kopp 2017 | ISBN-10: 1107003679, 0521177146 | 172 pages | PDF | 5 MB With its emphasis on examples, exercises a ...2017-3-7 21:14 - igs816 - 量化投资
Fixed-Income Securities: Valuation, Risk Management and Portfolio Strategies
3 个回复 - 3316 次查看 Fixed-Income Securities: Valuation, Risk Management and Portfolio Strategies (The Wiley Finance Series) Book DescriptionPublication Date: July 22, 2003 | ISBN-10: 0470852771 | ISBN-13: 978-0470852774 ...2012-5-16 23:47 - pjy798 - 金融学（理论版）
3 个回复 - 3316 次查看 Fixed-Income Securities: Valuation, Risk Management and Portfolio Strategies (The Wiley Finance Series) Book DescriptionPublication Date: July 22, 2003 | ISBN-10: 0470852771 | ISBN-13: 978-0470852774 ...2012-5-16 23:47 - pjy798 - 金融学（理论版）
Fixed-Income Securities Valuation, Risk Management and Portfolio Strategies答案
10 个回复 - 6057 次查看 Fixed-Income Securities Valuation, Risk Management and Portfolio Strategies答案2011-3-13 14:52 - burnsun - 金融学（理论版）
10 个回复 - 6057 次查看 Fixed-Income Securities Valuation, Risk Management and Portfolio Strategies答案2011-3-13 14:52 - burnsun - 金融学（理论版）
Fixed-Income Securities，Valuation, Risk Management and Portfolio Strategies
27 个回复 - 7251 次查看 Fixed-Income Securities，Valuation, Risk Management and Portfolio Strategies by Lionel Martellini，Philippe Priaulet and St´ephane Priaulet 2003 John Wiley & Sons Ltd2009-12-16 23:26 - zhaohailei - 金融学（理论版）
27 个回复 - 7251 次查看 Fixed-Income Securities，Valuation, Risk Management and Portfolio Strategies by Lionel Martellini，Philippe Priaulet and St´ephane Priaulet 2003 John Wiley & Sons Ltd2009-12-16 23:26 - zhaohailei - 金融学（理论版）
Optimal insurance portfolios risk-adjusted performance through dynamic stochasti
4 个回复 - 359 次查看 【作者(必填)】Giorgio Consigli, Vittorio Moriggia, Sebastiano Vitali, Lorenzo Mercuri 【文题(必填)】 Optimal insurance portfolios risk-adjusted performance through dynamic stochastic programming ...2019-12-4 15:58 - bluesummer - 求助成功区
4 个回复 - 359 次查看 【作者(必填)】Giorgio Consigli, Vittorio Moriggia, Sebastiano Vitali, Lorenzo Mercuri 【文题(必填)】 Optimal insurance portfolios risk-adjusted performance through dynamic stochastic programming ...2019-12-4 15:58 - bluesummer - 求助成功区
悬赏30000！求ARPM （Advanced Risk and Portfolio Management）教程
1 个回复 - 839 次查看 悬赏30000！求ARPM （Advanced Risk and Portfolio Management）教程2019-10-23 11:48 - 魔界de重楼 - 休闲灌水
1 个回复 - 839 次查看 悬赏30000！求ARPM （Advanced Risk and Portfolio Management）教程2019-10-23 11:48 - 魔界de重楼 - 休闲灌水
Quantifying Downside Risk in Goal-Based Portfolios
1 个回复 - 454 次查看 【作者(必填)】Franklin J. Parker 【文题(必填)】Quantifying Downside Risk in Goal-Based Portfolios 【年份(必填)】The Journal of Wealth Management Winter 2014, 17 (3) 68-77 【全文链接或数据库名 ...2019-8-9 00:51 - wangzt - 求助成功区
1 个回复 - 454 次查看 【作者(必填)】Franklin J. Parker 【文题(必填)】Quantifying Downside Risk in Goal-Based Portfolios 【年份(必填)】The Journal of Wealth Management Winter 2014, 17 (3) 68-77 【全文链接或数据库名 ...2019-8-9 00:51 - wangzt - 求助成功区
Portfolio value-at-risk estimation in energy futures markets with time-varying c
2 个回复 - 414 次查看 【作者(必填)】 23 【文题(必填)】 Portfolio value-at-risk estimation in energy futures markets with time-varying copula-GARCH model【年份(必填)】 23 【全文链接或数据库名称(选填)】https://link.spri ...2019-5-8 19:14 - internet.hzx - 求助成功区
2 个回复 - 414 次查看 【作者(必填)】 23 【文题(必填)】 Portfolio value-at-risk estimation in energy futures markets with time-varying copula-GARCH model【年份(必填)】 23 【全文链接或数据库名称(选填)】https://link.spri ...2019-5-8 19:14 - internet.hzx - 求助成功区
PORTFOLIO RISK ASSESSMENT：A TOOL FOR DAM SAFETY RISK MANAGEMENT
0 个回复 - 976 次查看 PORTFOLIO RISK ASSESSMENT：A TOOL FOR DAM SAFETY RISK MANAGEMENT ABSTRACT Dam owners, engineers and regulators who are responsible for the safety of groups of dams need to prioritize dam safety e ...2019-4-26 11:08 - zlghs - 金融学（理论版）
0 个回复 - 976 次查看 PORTFOLIO RISK ASSESSMENT：A TOOL FOR DAM SAFETY RISK MANAGEMENT ABSTRACT Dam owners, engineers and regulators who are responsible for the safety of groups of dams need to prioritize dam safety e ...2019-4-26 11:08 - zlghs - 金融学（理论版）
Fixed-Income securities：Valuation, Risk Management and portfolio 课后题答案
1 个回复 - 1039 次查看 Fixed-Income securities：Valuation, Risk Management and portfolio 课后题答案2019-3-16 17:38 - 伍俊宏 - 灌水吧
1 个回复 - 1039 次查看 Fixed-Income securities：Valuation, Risk Management and portfolio 课后题答案2019-3-16 17:38 - 伍俊宏 - 灌水吧
【2012】 Risk and Portfolio Analysis （应求）
48 个回复 - 6901 次查看 书名： Risk and Portfolio Analysis Principles and Methods 作者： Henrik Hult, Filip Lindskog, Ola Hammarlid and Carl Johan Rehn 出版社：Springer Series in Operations Research and Financial Engi ...2012-9-26 10:15 - wyq1987 - 金融学（理论版）
48 个回复 - 6901 次查看 书名： Risk and Portfolio Analysis Principles and Methods 作者： Henrik Hult, Filip Lindskog, Ola Hammarlid and Carl Johan Rehn 出版社：Springer Series in Operations Research and Financial Engi ...2012-9-26 10:15 - wyq1987 - 金融学（理论版）
The Benefits of Risk Assessment for Projects, Portfolios, and Businesses
1 个回复 - 817 次查看 The Benefits of Risk Assessment for Projects, Portfolios, and Businesses 14页2019-1-21 23:23 - zlghs - 投资人（实务版）
1 个回复 - 817 次查看 The Benefits of Risk Assessment for Projects, Portfolios, and Businesses 14页2019-1-21 23:23 - zlghs - 投资人（实务版）
Value-at-Risk：Risk assessment for the portfolio of oil and gas producers
1 个回复 - 502 次查看 Value-at-Risk：Risk assessment for the portfolio of oil and gas producers 26页 Keywords: Value-at-Risk (VaR), correlation, diversification, subadditivity, coherent risk measure, oil and gas indu ...2019-1-21 16:16 - zlghs - 投资人（实务版）
1 个回复 - 502 次查看 Value-at-Risk：Risk assessment for the portfolio of oil and gas producers 26页 Keywords: Value-at-Risk (VaR), correlation, diversification, subadditivity, coherent risk measure, oil and gas indu ...2019-1-21 16:16 - zlghs - 投资人（实务版）
Portfolio analysis using down-side risk minimisation
2 个回复 - 1018 次查看 Portfolio analysis using down-side risk minimisation2019-1-15 11:03 - zlghs - 金融学（理论版）
2 个回复 - 1018 次查看 Portfolio analysis using down-side risk minimisation2019-1-15 11:03 - zlghs - 金融学（理论版）
Review of Standard Portfolio Analysis of Risk
2 个回复 - 936 次查看 Review of Standard Portfolio Analysis of Risk 18页2018-12-8 15:27 - zlghs - 金融学（理论版）
2 个回复 - 936 次查看 Review of Standard Portfolio Analysis of Risk 18页2018-12-8 15:27 - zlghs - 金融学（理论版）
The Strategic Bond Investor Strategies & Bond Portfolio Investing and Risk
3 个回复 - 1119 次查看 债券投资策略（安东尼·克里森兹） & 债券组合投资（班萨里） 两本债券投资经典书籍英文原版合集，中文翻译非常烂，建议大家直接看英文原版。市场上债券投资相关资料较少，这两本非常适合初学者。The Strategic B ...2018-12-18 11:17 - fuyi2011 - 金融学（理论版）
3 个回复 - 1119 次查看 债券投资策略（安东尼·克里森兹） & 债券组合投资（班萨里） 两本债券投资经典书籍英文原版合集，中文翻译非常烂，建议大家直接看英文原版。市场上债券投资相关资料较少，这两本非常适合初学者。The Strategic B ...2018-12-18 11:17 - fuyi2011 - 金融学（理论版）
Monte Carlo Methods for Portfolio Credit Risk 33页
1 个回复 - 919 次查看 澳大利亚国立大学2018-12-4 12:30 - zlghs - 金融学（理论版）
1 个回复 - 919 次查看 澳大利亚国立大学2018-12-4 12:30 - zlghs - 金融学（理论版）
A Portfolio Risk Management Perspective of Outsourcing
1 个回复 - 777 次查看 A Portfolio Risk Management Perspective of Outsourcing2018-12-3 16:29 - zlghs - 金融学（理论版）
1 个回复 - 777 次查看 A Portfolio Risk Management Perspective of Outsourcing2018-12-3 16:29 - zlghs - 金融学（理论版）
Mean-variance portfolio methods for energy policy risk management
2 个回复 - 765 次查看 Mean-variance portfolio methods for energy policy risk management 34页2018-11-30 14:29 - zlghs - 金融学（理论版）
2 个回复 - 765 次查看 Mean-variance portfolio methods for energy policy risk management 34页2018-11-30 14:29 - zlghs - 金融学（理论版）
Integrating Value and Risk in Portfolio Strategy
2 个回复 - 644 次查看 Integrating Value and Risk in Portfolio Strategy2018-11-28 14:14 - zlghs - 金融学（理论版）
2 个回复 - 644 次查看 Integrating Value and Risk in Portfolio Strategy2018-11-28 14:14 - zlghs - 金融学（理论版）
Review of Standard Portfolio Analysis of Risk
2 个回复 - 891 次查看 Review of Standard Portfolio Analysis of Risk2018-11-29 11:06 - zlghs - 金融学（理论版）
2 个回复 - 891 次查看 Review of Standard Portfolio Analysis of Risk2018-11-29 11:06 - zlghs - 金融学（理论版）
Fixed-Income Securities---Valuation, Risk Management and Portfolio Strategies
14 个回复 - 5210 次查看 Fixed-Income Securities---Valuation, Risk Management and Portfolio Strategies author: Lionel Martellini Philippe Priaulet and St′ephane Priaulet 清晰版2011-8-11 22:59 - max101 - 金融学（理论版）
14 个回复 - 5210 次查看 Fixed-Income Securities---Valuation, Risk Management and Portfolio Strategies author: Lionel Martellini Philippe Priaulet and St′ephane Priaulet 清晰版2011-8-11 22:59 - max101 - 金融学（理论版）
Credit risk in private debt portfolios
7 个回复 - 814 次查看 【作者(必填)】Carey M. 【文题(必填)】Credit risk in private debt portfolios 【年份(必填)】1998 【全文链接或数据库名称(选填)】https://onlinelibrary.wiley.com/doi/abs/10.1111/0022-1082.000562018-8-8 22:30 - 糖铺老木村 - 求助成功区
7 个回复 - 814 次查看 【作者(必填)】Carey M. 【文题(必填)】Credit risk in private debt portfolios 【年份(必填)】1998 【全文链接或数据库名称(选填)】https://onlinelibrary.wiley.com/doi/abs/10.1111/0022-1082.000562018-8-8 22:30 - 糖铺老木村 - 求助成功区
Risk and Portfolio Analysis: Principles and Methods
15 个回复 - 4117 次查看 Risk and Portfolio Analysis: Principles and Methods (Springer Series in Operations Research and Financial Engineering) by Henrik Hult (Author) , Filip Lindskog (Author) , Ola Hammarlid (Author) , ...2013-10-18 00:32 - martinnyj - 金融学（理论版）
15 个回复 - 4117 次查看 Risk and Portfolio Analysis: Principles and Methods (Springer Series in Operations Research and Financial Engineering) by Henrik Hult (Author) , Filip Lindskog (Author) , Ola Hammarlid (Author) , ...2013-10-18 00:32 - martinnyj - 金融学（理论版）
Managing Portfolio Credit Risk in Banks
25 个回复 - 1227 次查看 English | ISBN: 110714647X | 2016 | 390 pages | PDF Credit risk is the risk resulting from the uncertainty that a borrower or a group of borrowers may be unwilling or unable to meet their contractu ...2018-3-22 22:39 - igs816 - 经管书评
25 个回复 - 1227 次查看 English | ISBN: 110714647X | 2016 | 390 pages | PDF Credit risk is the risk resulting from the uncertainty that a borrower or a group of borrowers may be unwilling or unable to meet their contractu ...2018-3-22 22:39 - igs816 - 经管书评
Portfolio Risk Analysis (Princeton University Press)
5 个回复 - 3970 次查看 Portfolio risk forecasting has been and continues to be an active research field for both academics and practitioners. Almost all institutional investment management firms use quantitative models for ...2015-7-5 10:52 - nelsoncwlee - 量化投资
5 个回复 - 3970 次查看 Portfolio risk forecasting has been and continues to be an active research field for both academics and practitioners. Almost all institutional investment management firms use quantitative models for ...2015-7-5 10:52 - nelsoncwlee - 量化投资
Estimating and forecasting portfolio's Value-at-Risk with wavelet-based
1 个回复 - 496 次查看 【作者(必填)】 【文题(必填)】Estimating and forecasting portfolio's Value-at-Risk with wavelet-based extreme value theory: Evidence from crude oil prices and US exchange ratesR Jammazi, DK Nguyen - ...2018-1-19 16:46 - 金融坦然 - 求助成功区
1 个回复 - 496 次查看 【作者(必填)】 【文题(必填)】Estimating and forecasting portfolio's Value-at-Risk with wavelet-based extreme value theory: Evidence from crude oil prices and US exchange ratesR Jammazi, DK Nguyen - ...2018-1-19 16:46 - 金融坦然 - 求助成功区
Portfolio Choices, Firm Shocks, and Uninsurable Wage Risk
1 个回复 - 510 次查看 【作者(必填)】 Andreas Fagereng Luigi Guiso Luigi Pistaferri 【文题(必填)】 Portfolio Choices, Firm Shocks, and Uninsurable Wage Risk【年份(必填)】 2018 【全文链接或数据库名称(选填)】The Review o ...2017-12-27 13:46 - shanxianmin2011 - 求助成功区
1 个回复 - 510 次查看 【作者(必填)】 Andreas Fagereng Luigi Guiso Luigi Pistaferri 【文题(必填)】 Portfolio Choices, Firm Shocks, and Uninsurable Wage Risk【年份(必填)】 2018 【全文链接或数据库名称(选填)】The Review o ...2017-12-27 13:46 - shanxianmin2011 - 求助成功区
The effect of estimation risk on optimal portfolio choice
2 个回复 - 662 次查看 【作者(必填)】Roger W. Klein， Vijay S.Bawa 【文题(必填)】The effect of estimation risk on optimal portfolio choice 【年份(必填)】1976 【全文链接或数据库名称(选填)】http://www.sciencedirect.c ...2017-10-18 15:30 - deem - 求助成功区
2 个回复 - 662 次查看 【作者(必填)】Roger W. Klein， Vijay S.Bawa 【文题(必填)】The effect of estimation risk on optimal portfolio choice 【年份(必填)】1976 【全文链接或数据库名称(选填)】http://www.sciencedirect.c ...2017-10-18 15:30 - deem - 求助成功区
Financial Risk Modelling and Portfolio Optimization with R (2nd edition 2016)
21 个回复 - 5812 次查看 Financial Risk Modelling and Portfolio Optimization with R 2e (Wiley, 2016) by Bernhard Pfaff This book introduces the latest techniques advocated for measuring financial market risk and portfo ...2016-9-1 10:15 - h2h2 - 金融学（理论版）
21 个回复 - 5812 次查看 Financial Risk Modelling and Portfolio Optimization with R 2e (Wiley, 2016) by Bernhard Pfaff This book introduces the latest techniques advocated for measuring financial market risk and portfo ...2016-9-1 10:15 - h2h2 - 金融学（理论版）
MEAN–VARIANCE PORTFOLIO OPTIMIZATION WITH STATE-DEPENDENT RISK AVERSION
3 个回复 - 850 次查看 【作者(必填)】Tomas Björk, Agatha Murgoci, Xun Yu Zhou 【文题(必填)】MEAN–VARIANCE PORTFOLIO OPTIMIZATION WITH STATE-DEPENDENT RISK AVERSION 【年份(必填)】2012 【全文链接或数据库名称(选 ...2017-5-7 19:35 - MemMao - 求助成功区
3 个回复 - 850 次查看 【作者(必填)】Tomas Björk, Agatha Murgoci, Xun Yu Zhou 【文题(必填)】MEAN–VARIANCE PORTFOLIO OPTIMIZATION WITH STATE-DEPENDENT RISK AVERSION 【年份(必填)】2012 【全文链接或数据库名称(选 ...2017-5-7 19:35 - MemMao - 求助成功区
Least-squares approach to risk parity in portfolio selection
3 个回复 - 746 次查看 【作者(必填)】Xi Bai 【文题(必填)】Least-squares approach to risk parity in portfolio selection 【年份(必填)】2015 【全文链接或数据库名称(选填)】http://www.tandfonline.com/doi/abs/10.1080/146 ...2017-4-18 18:57 - MemMao - 求助成功区
3 个回复 - 746 次查看 【作者(必填)】Xi Bai 【文题(必填)】Least-squares approach to risk parity in portfolio selection 【年份(必填)】2015 【全文链接或数据库名称(选填)】http://www.tandfonline.com/doi/abs/10.1080/146 ...2017-4-18 18:57 - MemMao - 求助成功区
Risk Reduction in Large Portfolios: Why Imposing the Wrong Constraints Helps
2 个回复 - 517 次查看 【作者(必填)】Ravi Jagannathan, Tongshu Ma 【文题(必填)】Risk Reduction in Large Portfolios: Why Imposing the Wrong Constraints Helps 【年份(必填)】2003 【全文链接或数据库名称(选填)】http://o ...2017-4-18 10:30 - MemMao - 求助成功区
2 个回复 - 517 次查看 【作者(必填)】Ravi Jagannathan, Tongshu Ma 【文题(必填)】Risk Reduction in Large Portfolios: Why Imposing the Wrong Constraints Helps 【年份(必填)】2003 【全文链接或数据库名称(选填)】http://o ...2017-4-18 10:30 - MemMao - 求助成功区
The Properties of Equally Weighted Risk Contribution Portfolios
2 个回复 - 1153 次查看 【作者(必填)】Sébastien Maillard, Thierry Roncalli, and Jérôme Teïletche 【文题(必填)】The Properties of Equally Weighted Risk Contribution Portfolios 【年份(必填)】2010 【全文链接 ...2017-4-18 09:50 - MemMao - 求助成功区
2 个回复 - 1153 次查看 【作者(必填)】Sébastien Maillard, Thierry Roncalli, and Jérôme Teïletche 【文题(必填)】The Properties of Equally Weighted Risk Contribution Portfolios 【年份(必填)】2010 【全文链接 ...2017-4-18 09:50 - MemMao - 求助成功区
Risk parity portfolios with risk factors
3 个回复 - 1321 次查看 【作者(必填)】T Roncalli，G Weisang 【文题(必填)】Risk parity portfolios with risk factors 【年份(必填)】2016 【全文链接或数据库名称(选填)】http://www.tandfonline.com/doi/abs/10.1080/14697688 ...2017-3-30 14:36 - MemMao - 求助成功区
3 个回复 - 1321 次查看 【作者(必填)】T Roncalli，G Weisang 【文题(必填)】Risk parity portfolios with risk factors 【年份(必填)】2016 【全文链接或数据库名称(选填)】http://www.tandfonline.com/doi/abs/10.1080/14697688 ...2017-3-30 14:36 - MemMao - 求助成功区
Measuring the risk offinancial institution’s portfolios
3 个回复 - 831 次查看 【作者(必填)】Hall S, G, Miles D, K. 【文题(必填)】Measuring the risk offinancial institution’s portfolios: some suggestions for alternative techniquesusing stock prices 【年份(必填)】1990 【 ...2013-9-26 18:02 - zj418081327 - 求助成功区
3 个回复 - 831 次查看 【作者(必填)】Hall S, G, Miles D, K. 【文题(必填)】Measuring the risk offinancial institution’s portfolios: some suggestions for alternative techniquesusing stock prices 【年份(必填)】1990 【 ...2013-9-26 18:02 - zj418081327 - 求助成功区
The effect of geographical diversification on real estate portfolio risk
0 个回复 - 715 次查看 【作者(必填)】 William Jerauld. Beckeman 【文题(必填)】 【年份(必填)】 【全文链接或数据库名称(选填)】https://www.researchgate.net/publication/34367854_The_effect_of_geographical_diversificati ...2016-12-10 20:31 - liugp1982 - 文献求助专区
0 个回复 - 715 次查看 【作者(必填)】 William Jerauld. Beckeman 【文题(必填)】 【年份(必填)】 【全文链接或数据库名称(选填)】https://www.researchgate.net/publication/34367854_The_effect_of_geographical_diversificati ...2016-12-10 20:31 - liugp1982 - 文献求助专区
Risk management in credit portfolio——Martin Hibbeln
2 个回复 - 1650 次查看 2014-8-28 10:41 - 末落つ無聲 - 金融学（理论版）
2 个回复 - 1650 次查看 2014-8-28 10:41 - 末落つ無聲 - 金融学（理论版）
Portfolio Construction and Risk Budgeting (4th Edition)
53 个回复 - 9692 次查看 Completely updated to take in the lessons from the largest financial crisis in a generation, this new edition of Portfolio Construction and Risk Budgeting provides the reader with a clear overview of ...2014-6-13 03:58 - 大家开心 - 金融学（理论版）
53 个回复 - 9692 次查看 Completely updated to take in the lessons from the largest financial crisis in a generation, this new edition of Portfolio Construction and Risk Budgeting provides the reader with a clear overview of ...2014-6-13 03:58 - 大家开心 - 金融学（理论版）
Optimal Dynamic Portfolio Risk Management
1 个回复 - 792 次查看 【作者(必填)】Valeriy Zakamulin 【文题(必填)】Optimal Dynamic Portfolio Risk Management【年份(必填)】Fall 2016, Vol. 43, No. 1: pp. 85-99 【全文链接或数据库名称(选填)】http://www.iijournals.com ...2016-10-26 21:06 - lopemann - 求助成功区
1 个回复 - 792 次查看 【作者(必填)】Valeriy Zakamulin 【文题(必填)】Optimal Dynamic Portfolio Risk Management【年份(必填)】Fall 2016, Vol. 43, No. 1: pp. 85-99 【全文链接或数据库名称(选填)】http://www.iijournals.com ...2016-10-26 21:06 - lopemann - 求助成功区
Optimal portfolios under a Value-at-Risk constraint
29 个回复 - 2449 次查看 **** 本内容被作者隐藏 ****2016-10-1 16:02 - lwhsep - 经济金融数学专区
29 个回复 - 2449 次查看 **** 本内容被作者隐藏 ****2016-10-1 16:02 - lwhsep - 经济金融数学专区
Risk Budgeting Portfolio Problem Solving with Value-at-Risk
2 个回复 - 984 次查看 Risk Budgeting Portfolio Problem Solving with Value-at-Risk pdf版本2016-9-18 19:45 - anna1020 - 金融学（理论版）
2 个回复 - 984 次查看 Risk Budgeting Portfolio Problem Solving with Value-at-Risk pdf版本2016-9-18 19:45 - anna1020 - 金融学（理论版）
Fixed Income Securities Valuation, Risk Management and Portfolio Strategies
1 个回复 - 1474 次查看 Fixed Income Securities Valuation, Risk Management and Portfolio Strategies wiley2016-9-8 19:10 - cncky - 商学院
1 个回复 - 1474 次查看 Fixed Income Securities Valuation, Risk Management and Portfolio Strategies wiley2016-9-8 19:10 - cncky - 商学院
On Portfolio Optimization: Forecasting Covariances and Choosing the Risk Model
2 个回复 - 745 次查看 【作者(必填)】Louis K. C. Chan , , Jason Karceski and Josef Lakonishok 【文题(必填)】On Portfolio Optimization: Forecasting Covariances and Choosing the Risk Model 【年 ...2016-8-23 21:33 - MemMao - 求助成功区
2 个回复 - 745 次查看 【作者(必填)】Louis K. C. Chan , , Jason Karceski and Josef Lakonishok 【文题(必填)】On Portfolio Optimization: Forecasting Covariances and Choosing the Risk Model 【年 ...2016-8-23 21:33 - MemMao - 求助成功区
Applied Asset and Risk Management: A Guide to Modern Portfolio Management and Be
70 个回复 - 8058 次查看 This book is a guide to asset and risk management from a practical point of view. It is centered around two questions triggered by the global events on the stock markets since the middle of the last d ...2014-11-12 23:28 - 大家开心 - 金融学（理论版）
70 个回复 - 8058 次查看 This book is a guide to asset and risk management from a practical point of view. It is centered around two questions triggered by the global events on the stock markets since the middle of the last d ...2014-11-12 23:28 - 大家开心 - 金融学（理论版）
Individual investor risk aversion and investment portfolio composition RA Cohn,
3 个回复 - 838 次查看 【作者(必填)】 【文题(必填)】 【年份(必填)】 【全文链接或数据库名称(选填)】Individual investor risk aversion and investment portfolio compositionRA Cohn, WG Lewellen, RC Lease… - The Journal ...2016-6-14 10:55 - 马甲甲 - 文献求助专区
3 个回复 - 838 次查看 【作者(必填)】 【文题(必填)】 【年份(必填)】 【全文链接或数据库名称(选填)】Individual investor risk aversion and investment portfolio compositionRA Cohn, WG Lewellen, RC Lease… - The Journal ...2016-6-14 10:55 - 马甲甲 - 文献求助专区
Tests of a portfolio theory of risk preference.
2 个回复 - 742 次查看 【作者(必填)】 【文题(必填)】 【年份(必填)】 【全文链接或数据库名称(选填)】Tests of a portfolio theory of risk preference.CH Coombs, L Huang - Journal of Experimental Psychology, 1970 - psycn ...2016-6-10 22:38 - 马甲甲 - 求助成功区
2 个回复 - 742 次查看 【作者(必填)】 【文题(必填)】 【年份(必填)】 【全文链接或数据库名称(选填)】Tests of a portfolio theory of risk preference.CH Coombs, L Huang - Journal of Experimental Psychology, 1970 - psycn ...2016-6-10 22:38 - 马甲甲 - 求助成功区
PORTFOLIO THEORY AND RISK MANAGEMENT
2 个回复 - 303 次查看 PORTFOLIO THEORY AND RISK MANAGEMENT Aims: The idea is to develop the skills and knowledge necessary to apply modern riskmeasures and portfolio management tools ...2015-11-10 04:58 - wⅠLBur - 风险管理
2 个回复 - 303 次查看 PORTFOLIO THEORY AND RISK MANAGEMENT Aims: The idea is to develop the skills and knowledge necessary to apply modern riskmeasures and portfolio management tools ...2015-11-10 04:58 - wⅠLBur - 风险管理
求书： Financial Risk Modelling and Portfolio Optimization with R
17 个回复 - 5155 次查看 求书： Financial Risk Modelling and Portfolio Optimization with R Author: Bernhard Pfaff Publication Date: January 14, 2013 | ISBN-10: 0470978708 | ISBN-13: 978-0470978702 | Edition: 1 ...2013-1-31 14:29 - 99rabbit - 求助成功区
17 个回复 - 5155 次查看 求书： Financial Risk Modelling and Portfolio Optimization with R Author: Bernhard Pfaff Publication Date: January 14, 2013 | ISBN-10: 0470978708 | ISBN-13: 978-0470978702 | Edition: 1 ...2013-1-31 14:29 - 99rabbit - 求助成功区
Estimation Risk and Optimal Portfolio Construction in a Lognormal-Securities
4 个回复 - 1136 次查看 【作者(必填)】Mei-Ling Tang, Son-Nan Chen, Mi-Hsiu Chiang 【文题(必填)】Estimation Risk and Optimal Portfolio Construction in a Lognormal-Securities Market: A Simple Rule 【年份(必填)】2012 【 ...2016-4-28 14:54 - lipj - 文献求助专区
4 个回复 - 1136 次查看 【作者(必填)】Mei-Ling Tang, Son-Nan Chen, Mi-Hsiu Chiang 【文题(必填)】Estimation Risk and Optimal Portfolio Construction in a Lognormal-Securities Market: A Simple Rule 【年份(必填)】2012 【 ...2016-4-28 14:54 - lipj - 文献求助专区
求助外文1片Income Risk and Portfolio Choice: An Empirical Study
1 个回复 - 751 次查看 【作者(必填)】 [*]XIAOHONG ANGERER, [*]POK-SANG LAM 【文题(必填)】 Income Risk and Portfolio Choice: An Empirical Study【年份(必填)】 13 March 2009 【全文链接或数据库名称(选填)】http://onlinel ...2016-5-1 11:40 - haorenza - 求助成功区
1 个回复 - 751 次查看 【作者(必填)】 [*]XIAOHONG ANGERER, [*]POK-SANG LAM 【文题(必填)】 Income Risk and Portfolio Choice: An Empirical Study【年份(必填)】 13 March 2009 【全文链接或数据库名称(选填)】http://onlinel ...2016-5-1 11:40 - haorenza - 求助成功区
【论坛首发】Financial Risk Modelling and Portfolio Optimization with R
24 个回复 - 4802 次查看 热腾腾的新书啊，我在国外论坛上找到的。 高清版可复制非扫描版。希望大家喜欢。 另外一本新书 Handbook of Modeling High-Frequency Data in Finance 推荐给国内做高频的朋友。2013-7-15 15:32 - yiweidon - 金融学（理论版）
24 个回复 - 4802 次查看 热腾腾的新书啊，我在国外论坛上找到的。 高清版可复制非扫描版。希望大家喜欢。 另外一本新书 Handbook of Modeling High-Frequency Data in Finance 推荐给国内做高频的朋友。2013-7-15 15:32 - yiweidon - 金融学（理论版）
Portfolio credit risk with predetermined default orders
3 个回复 - 721 次查看 【作者(必填)】 Lian Tanga, Bin Wangb* & Kai-Nan Xianga 【文题(必填)】 Portfolio credit risk with predetermined default orders【年份(必填)】 2015 【全文链接或数据库名称(选填)】http://www.tandfonli ...2016-4-2 09:42 - internet.hzx - 求助成功区
3 个回复 - 721 次查看 【作者(必填)】 Lian Tanga, Bin Wangb* & Kai-Nan Xianga 【文题(必填)】 Portfolio credit risk with predetermined default orders【年份(必填)】 2015 【全文链接或数据库名称(选填)】http://www.tandfonli ...2016-4-2 09:42 - internet.hzx - 求助成功区
A probabilistic portfolio budget allocation problem with CPI index under risk
1 个回复 - 847 次查看 【作者(必填)】Amir Noroozi, Hadi Mokhtari, Morteza Bagherpour & Seyed Jafar Sadjadi 【文题(必填)】A Probabilistic Portfolio Budget Allocation Problem with CPI Index under Risk 【年份(必填)】2015 ...2016-2-25 20:38 - lipj - 求助成功区
1 个回复 - 847 次查看 【作者(必填)】Amir Noroozi, Hadi Mokhtari, Morteza Bagherpour & Seyed Jafar Sadjadi 【文题(必填)】A Probabilistic Portfolio Budget Allocation Problem with CPI Index under Risk 【年份(必填)】2015 ...2016-2-25 20:38 - lipj - 求助成功区
Fixed-Income Securities Valuation, Risk Management and Portfolio Strategies
332 个回复 - 27416 次查看 Fixed-Income Securities Valuation, Risk Management and Portfolio Strategies **** 本内容被作者隐藏 ****2012-8-26 13:22 - jingyitian - 金融学（理论版）
332 个回复 - 27416 次查看 Fixed-Income Securities Valuation, Risk Management and Portfolio Strategies **** 本内容被作者隐藏 ****2012-8-26 13:22 - jingyitian - 金融学（理论版）
portfolio risk analsis 这本书作者给的学习概要
1 个回复 - 1050 次查看 本书作者为我们的老师，Risk Analysis 这门课就是这位老师上。 这份是老师发的讲义。2015-4-6 22:59 - 源灬梦 - 风险管理
1 个回复 - 1050 次查看 本书作者为我们的老师，Risk Analysis 这门课就是这位老师上。 这份是老师发的讲义。2015-4-6 22:59 - 源灬梦 - 风险管理
求《Fixed-Income Securities: Valuation, Risk Management and Portfolio Strategies》
11 个回复 - 6291 次查看 <<Fixed-Income Securities: Valuation, Risk Management and Portfolio Strategies》 答案这本书坛子里有，但是太贵了，要50，我才47.哪位能帮帮忙把这本书发给我吗？我要的是Fixed-Income Securities的答案。谢 ...2009-1-19 15:02 - purpleye - 文献求助专区
11 个回复 - 6291 次查看 <<Fixed-Income Securities: Valuation, Risk Management and Portfolio Strategies》 答案这本书坛子里有，但是太贵了，要50，我才47.哪位能帮帮忙把这本书发给我吗？我要的是Fixed-Income Securities的答案。谢 ...2009-1-19 15:02 - purpleye - 文献求助专区
Book: Concentration Risk in Credit Portfolios
20 个回复 - 4303 次查看 Concentration Risk in Credit Portfolios Eva Lutkebohmert (作者) 图书描述 出版日期: 2008年10月8日 Modeling and management of credit risk are the main topics ...2013-10-4 22:04 - rmatrix - 金融工程（数量金融）与金融衍生品
20 个回复 - 4303 次查看 Concentration Risk in Credit Portfolios Eva Lutkebohmert (作者) 图书描述 出版日期: 2008年10月8日 Modeling and management of credit risk are the main topics ...2013-10-4 22:04 - rmatrix - 金融工程（数量金融）与金融衍生品
Tail approximation for reinsurance portfolios of Gaussian-like risks
2 个回复 - 668 次查看 【作者(必填)】Julia Farkasa & Enkelejd Hashorva 【文题(必填)】Tail approximation for reinsurance portfolios of Gaussian-like risks 【年份(必填)】2015 【全文链接或数据库名称(选填)】http://www. ...2015-12-6 07:20 - yhzhong - 求助成功区
2 个回复 - 668 次查看 【作者(必填)】Julia Farkasa & Enkelejd Hashorva 【文题(必填)】Tail approximation for reinsurance portfolios of Gaussian-like risks 【年份(必填)】2015 【全文链接或数据库名称(选填)】http://www. ...2015-12-6 07:20 - yhzhong - 求助成功区
Portfolio Credit Risk Modelling With Heavy Tailed Risk Factors (2007).
3 个回复 - 1749 次查看 极值分布下的信用资产管理 挑战金融理论中最基本的正态分布假设，很具有现实意义与实用价值2009-11-19 17:29 - DEXA - 金融学（理论版）
3 个回复 - 1749 次查看 极值分布下的信用资产管理 挑战金融理论中最基本的正态分布假设，很具有现实意义与实用价值2009-11-19 17:29 - DEXA - 金融学（理论版）
求：PORTFOLIO THEORY AND THE MEASUREMENT OF RISK
3 个回复 - 957 次查看 学校没有SD专著的权限，Michigan的图书馆也没找到，求好心人帮忙~~2015-7-9 21:23 - ZeusCAU - 求助成功区
3 个回复 - 957 次查看 学校没有SD专著的权限，Michigan的图书馆也没找到，求好心人帮忙~~2015-7-9 21:23 - ZeusCAU - 求助成功区
Fixed-Income Securities, Valuation, Risk Management and Portfolio Strategies答案
2 个回复 - 2967 次查看 textbook 的 部分solution2015-2-4 22:53 - cuhklucky - 金融学（理论版）
2 个回复 - 2967 次查看 textbook 的 部分solution2015-2-4 22:53 - cuhklucky - 金融学（理论版）
欧洲精算研究院丛书Concentration Risk in Credit Portfolios
0 个回复 - 1928 次查看 Modeling and management of credit risk are the main topics within banks and other lending institutions. Historical experience shows that, in particular, concentration of risk in credit portfolios has ...2015-4-16 19:23 - lasgpope - 金融工程（数量金融）与金融衍生品
0 个回复 - 1928 次查看 Modeling and management of credit risk are the main topics within banks and other lending institutions. Historical experience shows that, in particular, concentration of risk in credit portfolios has ...2015-4-16 19:23 - lasgpope - 金融工程（数量金融）与金融衍生品
Investment Management: Portfolio Diversification, Risk, and Timing
3 个回复 - 1728 次查看 A new look at the important issue of investment management in the 21st century Written for professional and private investors-as well as fiduciaries who rely on investment professionals-this book p ...2014-6-29 13:12 - dadahawk - 金融学（理论版）
3 个回复 - 1728 次查看 A new look at the important issue of investment management in the 21st century Written for professional and private investors-as well as fiduciaries who rely on investment professionals-this book p ...2014-6-29 13:12 - dadahawk - 金融学（理论版）
Portfolio Value-At-Risk Estimation In Energy Futures Markets With Time-Varying
5 个回复 - 1057 次查看 【作者(必填)】Xun Fa Lu, Kin Keung Lai, Liang Liang 【文题(必填)】Portfolio Value-At-Risk Estimation In Energy Futures Markets With Time-Varying Copula-GARCH Model 【年份(必填)】2014 【全文链 ...2015-1-30 11:40 - lipj - 求助成功区
5 个回复 - 1057 次查看 【作者(必填)】Xun Fa Lu, Kin Keung Lai, Liang Liang 【文题(必填)】Portfolio Value-At-Risk Estimation In Energy Futures Markets With Time-Varying Copula-GARCH Model 【年份(必填)】2014 【全文链 ...2015-1-30 11:40 - lipj - 求助成功区
The Use of Risk Budgets in Portfolio Optimization
39 个回复 - 4598 次查看 Risk budgeting models set risk diversification as objective in portfolio allocation and are mainly promoted from the asset management industry. Albina Unger examines the portfolios based on different ...2014-11-12 19:44 - 大家开心 - 金融学（理论版）
39 个回复 - 4598 次查看 Risk budgeting models set risk diversification as objective in portfolio allocation and are mainly promoted from the asset management industry. Albina Unger examines the portfolios based on different ...2014-11-12 19:44 - 大家开心 - 金融学（理论版）
Dynamic portfolio optimization with risk control for absolute deviation model
1 个回复 - 899 次查看 【作者(必填)】Mei Yua, b, Satoru Takahashi , Hiroshi Inoue , Shouyang Wang 【文题(必填)】 Dynamic portfolio optimization with risk control for absolute deviation model 【年份(必填)】2010 【全 ...2014-11-13 21:41 - elephann - 求助成功区
1 个回复 - 899 次查看 【作者(必填)】Mei Yua, b, Satoru Takahashi , Hiroshi Inoue , Shouyang Wang 【文题(必填)】 Dynamic portfolio optimization with risk control for absolute deviation model 【年份(必填)】2010 【全 ...2014-11-13 21:41 - elephann - 求助成功区
