Portfolio Optimization-经管之家(原经济论坛)-经济、管理、金融、统计在线教育和咨询网站

结果：找到“Portfolio Optimization”相关内容134个，排序为按回复时间降序，搜索更多相关帖子请点击“高级”

金融投资领域求职应聘学习资料（全英文）
24 个回复 - 2082 次查看内容较为丰富，欢迎下载学习 Thomson Reuters Eikon Technical Training FactSet CapitalIQ Bloomberg Valuation_ A Conceptual Overview _ Street Of Walls.pdf Valuation ...2021-6-25 19:07 - wz151400 - 现金交易版

资产组合模型Stata代码（有效边界、资本市场线、最小风险组合、最优证券组合投资等）
2 个回复 - 4425 次查看资产组合模型Stata代码主要内容包括 [*]Portfolio optimization - efficient frontier 有效边界 [*]Portfolio optimization - Capital Market Line 资本市场线 [*]Portfolio optimization - GMV Portfoli ...2020-8-27 23:44 - Whatsappp - 现金交易版

【金融学习资料】金融建模学习资料
9 个回复 - 1735 次查看 |- 实用投资融资分析学习资料 - 0 B 估值建模财务建模学习资料 |- 大公司机构研究报告范文.zip - 109.60 MB |- Excel VBA学习资料.zip - 1.63 GB |- 400道投行面试高频Behavioral&Technical学习 ...2020-4-14 14:44 - wz151400 - 现金交易版

Mean Variance Portfolio Optimization均值方差投资组合模型案例（数据和MATLAB代码）
42 个回复 - 26641 次查看 Mean Variance Portfolio Optimization均值方差投资组合模型案例（数据和MATLAB代码）代码都有详细解释，可以快速熟悉并使用Mean Variance Portfolio Optimization均值方差投资组合模型2017-6-7 09:07 - 匿名 - 现金交易版

Advanced Stochastic Models, Risk Assessment, and Portfolio Optimization
5 个回复 - 2084 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）

[英文文献分享]最优化在金融中的运用(Portfolio Optimization)
15 个回复 - 5267 次查看 **** 本内容被作者隐藏 ****2015-3-19 14:52 - 郭欣 - 量化投资

Portfolio Optimization and Performance Analysis
7 个回复 - 3198 次查看 Portfolio Optimization and Performance Analysis2009-9-16 16:00 - liubing21 - 金融学（理论版）

[下载]Portfolio Optimization and Performance Analysis
29 个回复 - 6295 次查看 Series Editors M.A.H. Dempster Centre for Financial Research Judge Business School University of Cambridge Dilip B. Madan ...2009-1-5 17:49 - zlghs - EViews专版

Financial Risk Modelling and Portfolio Optimization with R
19 个回复 - 4204 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

【2014新书新视角】 Fuzzy Portfolio Optimization
118 个回复 - 13485 次查看图书名称：[/backcolor]Fuzzy Portfolio Optimization：Advances in Hybrid Multi-criteria Methodologies 作者：[/backcolor]Pankaj Gupta, Mukesh Kumar Mehlawat, Masahiro Inuiguchi, Suresh Chandra 出版社： ...2014-6-24 13:35 - 牛尾巴 - 量化投资

Portfolio Optimization (Chapman & Hall/CRC Finance)
3 个回复 - 1848 次查看 Portfolio Optimization (Chapman & Hall/CRC Finance) Eschewing a more theoretical approach, Portfolio Optimization shows how the mathematical tools of linear algebra and optimization can quickly and ...2016-3-4 16:19 - nelsoncwlee - 投资人（实务版）

Portfolio Optimization - Michael J. Best, 2010, CRC Press
3 个回复 - 1881 次查看 Portfolio Optimization Michael J. Best Contents Preface Acknowledgments About the Author Chapter 1 Optimization 1 . 1 Quadratic Minimization 1 . 2 Nonlinear Optimization . 1.3 Extreme Points ...2016-4-12 05:24 - jonnyjon - 金融学（理论版）

Uncertain Portfolio Optimization by Zhongfeng Qin (PDF)
2 个回复 - 1729 次查看 Uncertain Portfolio Optimization Authors: Zhongfeng Qin Presents a comprehensive and up-to-date guide to uncertain portfolio optimization This book provides a new modeling approach for po ...2016-9-21 10:06 - cmwei333 - 金融学（理论版）

Option Pricing Portfolio Optimization Modern Methods of Financial Mathematics
1 个回复 - 924 次查看 Contents Preface ix Frequently Used Notation xiii Chapter 1. The Mean-Variance Approach in a One-Period Model 1 Chapter 2. The Continuous-Time Market Model 11 §2.1. Modeling the Security Pr ...2017-5-5 11:05 - liucg9999 - 数据挖掘与商业智能上传下载区

【金融教材系列】Portfolio Optimization Using Fundamental
68 个回复 - 9700 次查看 2016年最新教材，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：三步走把千本好书“一网打尽”！。 [相关阅读] 【经典教材系列】（资料汇总帖，附链接，持续添加 ...2016-2-20 23:26 - wwqqer - 金融学（理论版）

股票投资组合的最优化excel模版－financial modeling－Portfolio optimization
27 个回复 - 10905 次查看很适合初学者的一个教学案例内有详细的运算过程及公式，仅限交流学习之用，勿做其他用途。2013-12-24 06:44 - whwhwh888 - 投资人（实务版）

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

Multiperiod stochastic programming portfolio optimizationfor diversified funds
0 个回复 - 456 次查看 Excellent paper for anyone who is interested in portfolio management.2018-10-14 00:40 - Fill.The.Gap - 灌水吧

【2015新书】Optimization of Pharmaceutical R&D Programs and Portfolios
12 个回复 - 4292 次查看图书名称：Optimization of Pharmaceutical R&D Programs and Portfolios: Design and Investment Strategy[/backcolor] 作者：Zoran Antonijevic 出版社：Springer International Publishing 页数：202 出版时间 ...2014-11-17 17:47 - 牛尾巴 - 投行专版

Significance of Project Risking Methods on Portfolio Optimization Models
1 个回复 - 2291 次查看 Significance of Project Risking Methods on Portfolio Optimization Models2018-12-8 15:23 - zlghs - 金融学（理论版）

硕士论文 Portfolio Optimization：Beyond Markowitz
1 个回复 - 2073 次查看硕士论文 Portfolio Optimization：Beyond Markowitz 135页2018-12-8 15:20 - zlghs - 金融学（理论版）

Gharieh K. Towards resiliency with micro-grids: Portfolio optimization and inves
2 个回复 - 792 次查看【作者(必填)】Gharieh K.. 【文题(必填)】 Towards resiliency with micro-grids: Portfolio optimization and investment under uncertainty[J]. 【年份(必填)】 2015 【全文链接或数据库名称(选填)】ht ...2017-3-19 20:19 - cw1234 - 求助成功区

Optimization of Trading Systems and Portfolios By John Moody and Lizhong Wu
1 个回复 - 693 次查看 Optimization of Trading Systems and Portfolios By John Moody and Lizhong Wu 求该论文！！！2019-3-18 23:10 - upalm - 爱问频道

Portfolio optimization with a copula-based extension of conditional value-at-ris
2 个回复 - 692 次查看【作者(必填)】 3 【文题(必填)】 Portfolio optimization with a copula-based extension of conditional value-at-risk【年份(必填)】 23 【全文链接或数据库名称(选填)】https://link.springer.com/article/ ...2019-5-8 19:15 - internet.hzx - 求助成功区

AN APPLICATION OF PORTFOLIO OPTIMIZATION
0 个回复 - 1926 次查看 AN APPLICATION OF PORTFOLIO OPTIMIZATION WITH RISK ASSESSMENT TO E&P PROJECTS Proceedings of the 2005 Crystal Ball User Conference 论文2019-1-27 22:00 - zlghs - Excel

2007 硕士论文 OPTIMIZATION OF A PETROLEUM PRODUCING ASSETS PORTFOLIO
1 个回复 - 2027 次查看 2007 硕士论文 98页 TABLE OF CONTENTS ABSTRACT........................................... iii DEDICATION .................................... iv ACKNOWLEDGEMENTS ............... v NOMENCLATURE. ...2019-4-13 16:44 - zlghs - 金融学（理论版）

Robust Portfolio Optimization (Fabozzi)
2 个回复 - 1595 次查看 [adjuntar] 2465435 [/ attach] Interesting book about Portfolio optimization2018-5-5 01:45 - cazapata25 - 国内外文献账号区

Robust portfolio optimization with copulas
2 个回复 - 639 次查看【作者(必填)】 3 【文题(必填)】 Robust portfolio optimization with copulas【年份(必填)】 23 【全文链接或数据库名称(选填)】https://www.sciencedirect.com/science/article/abs/pii/S0377221713010060#! ...2019-5-29 00:56 - internet.hzx - 求助成功区

Linear and Mixed Integer Programming for Portfolio Optimization
3 个回复 - 3731 次查看 Linear and Mixed Integer Programming for Portfolio Optimization (EURO Advanced Tutorials on Operational Research) This book presents solutions to the gene ...2015-8-2 03:13 - chiachia5566 - 金融学（理论版）

Portfolio optimization in the presence of dependent financial returns with long
2 个回复 - 733 次查看【作者(必填)】 HeniBoubaker 【文题(必填)】 Portfolio optimization in the presence of dependent financial returns with long memory: A copula based approach【年份(必填)】 2019 【全文链接或数据库名称 ...2019-12-7 22:30 - internet.hzx - 求助成功区

Financial Risk Modelling and Portfolio Optimization with R [Pfaff 2016]
14 个回复 - 7375 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

Portfolio Optimization with R Rmetrics
13 个回复 - 4468 次查看 Portfolio Optimization with R Rmetrics大家分享2015-11-5 20:44 - 楚怀宇 - R语言论坛

下载： Robust Portfolio Optimization and Management
8 个回复 - 6193 次查看 Frank J. Fabozzi, Petter N. Kolm, Dessislava A. Pachamanova, Sergio M. Focardi, "Robust Portfolio Optimization and Management" Wiley | 2007 | ISBN: 047192122X | PDF | 512 pages | 4 MB Praise f ...2009-12-30 23:10 - sht41 - 金融学（理论版）

Robust Portfolio Optimization and Management
2 个回复 - 1689 次查看 Robust Portfolio Optimization and Management 见附件2010-8-26 14:42 - lolizhu - 金融学（理论版）

Robust Portfolio Optimization and Management (Frank J Fabozzi Series)
9 个回复 - 2627 次查看 Robust Portfolio Optimization and Management (Frank J Fabozzi Series) by Frank J. Fabozzi (Author), Petter N. Kolm (Author), Dessislava Pachamanova (Author), Sergio M. Focardi (Author) 2007 by ...2009-12-16 23:32 - zhaohailei - 金融学（理论版）

(Frank J. Fabozzi Series)Robust Portfolio Optimization and Management
1 个回复 - 1486 次查看 Robust Portfolio Optimization and Management (Frank J. Fabozzi Series) Authors: Frank J. Fabozzi, Petter N. Kolm, Dessislava A. Pachamanova, Sergio M. Focardi Wiley | ISBN: 047192122X | 2007 | PDF | ...2009-8-26 22:52 - suojunshi - 金融学（理论版）

硕士论文 Portfolio Optimization 137页
1 个回复 - 858 次查看硕士论文 Portfolio Optimization 137页│ Master of Science in Applied Economics & Finance TABLE OF CONTENTS FIGURES & TABLES ...................................................... 1 1. INTRODUCTIO ...2019-3-7 11:03 - zlghs - 金融学（理论版）

2018 A portfolio optimization model
1 个回复 - 920 次查看 2018 A portfolio optimization model for a large number of hydrocarbon exploration projects2019-1-27 21:50 - zlghs - 金融学（理论版）

Portfolio Optimization：A brief history 36页
2 个回复 - 575 次查看 Portfolio Optimization：A brief history2018-12-3 16:32 - zlghs - 金融学（理论版）

60 Years of portfolio optimization: Practical challenges and current trends
3 个回复 - 1763 次查看【作者(必填)】Petter N. Kolm , Reha Tütüncü , Frank J. Fabozzi 【文题(必填)】60 Years of portfolio optimization: Practical challenges and current trends 【年份(必填)】2014 【全文链接或数据 ...2014-11-26 07:12 - elephann - 求助成功区

Low-Volatility Portfolio Construction: Ranking Versus Optimization
1 个回复 - 664 次查看【作者(必填)】 Aye M. Soe 【文题(必填)】 Low-Volatility Portfolio Construction: Ranking Versus Optimization 【年份(必填)】 The Journal of Index Investing Winter 2012, 3 (3) 63-73 【全文链接或数据 ...2018-9-7 00:35 - leosong - 求助成功区

Portfolio optimization in the presence of dependent financial returns with long
1 个回复 - 593 次查看【作者(必填)】 HeniBoubaker[/backcolor] 【文题(必填)】 Portfolio optimization in the presence of dependent financial returns with long memory: A copula based approach【年份(必填)】 2 【全文链接或 ...2018-8-21 20:12 - internet.hzx - 求助成功区

【数据分析电子书免费下载】Portfolio_Optimization_with_R_Rmetrics英文原著pdf_下载
5 个回复 - 2333 次查看【数据分析电子书免费下载】Portfolio_Optimization_with_R_Rmetrics英文原著pdf_下载《Portfolio Optimization with R Rmetrics》英文原著，以组合优化为主，涉及金融计算诸多方面。2016-12-30 20:27 - 数据分析闯天下 - 数据分析师（CDA）专版

Dynamic portfolio optimization across hidden market regimes
2 个回复 - 722 次查看【作者(必填)】 Peter Nystrup[/backcolor] [/backcolor],Henrik Madsen[/backcolor] [/backcolor] &Erik Lindström[/backcolor] [/backcolor] 【文题(必填)】 Dynamic por ...2017-9-14 14:22 - waterup - 求助成功区

Financial Risk Modelling and Portfolio Optimization with R (2nd edition 2016)
21 个回复 - 5730 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）

免費　Portfolio Optimization Using Fundamental Indicators - Multi-Objective EA
6 个回复 - 1278 次查看 Portfolio Optimization Using Fundamental Indicators Based on Multi-Objective EAby Rui Ferreira Neves,Nuno Horta,António Daniel SilvaSpringerBriefs in Applied Sciences and Technology This ...2016-3-13 23:16 - martinnyj - 金融学（理论版）

求文献portfolio optimization in affine models with markov switching
3 个回复 - 508 次查看【作者(必填)】MARCOS ESCOBAR, DANIELA NEYKOVA, and RUDI ZAGST 【文题(必填)】portfolio optimization in affine models with markov switching 【年份(必填)】2015 【全文链接或数据库名称(选填)】http ...2017-7-20 16:18 - macro-quant - 求助成功区

MEAN–VARIANCE PORTFOLIO OPTIMIZATION WITH STATE-DEPENDENT RISK AVERSION
3 个回复 - 826 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

【资产配置必备】BL模型经典论文：Black-Litterman Global Portfolio Optimization
0 个回复 - 2977 次查看给大家分享。2017-1-18 15:58 - jxapp_33729 - 金融工程（数量金融）与金融衍生品

Goal-Based Portfolio Optimization
1 个回复 - 915 次查看【作者(必填)】Franklin J. Parker 【文题(必填)】Goal-Based Portfolio Optimization 【年份(必填)】Winter 2016, Vol. 19, No. 3: pp. 22-30 【全文链接或数据库名称(选填)】http://www.iijournals.com/doi ...2016-10-27 18:16 - lopemann - 求助成功区

【不确定的投资组合优化】 Uncertain Portfolio Optimization (2016, EPUB)
24 个回复 - 2445 次查看 Uncertain Portfolio Optimization Authors: Zhongfeng Qin Presents a comprehensive and up-to-date guide to uncertain portfolio optimization Can serve as a valuable reference source for acad ...2016-11-21 04:38 - cmwei333 - 金融学（理论版）

Efficient Asset Management A Practical Guide To Stock Portfolio Optimization
11 个回复 - 4701 次查看 Efficient Asset Management: A Practical Guide to Stock Portfolio Optimization and Asset Allocation by Richard O. Michaud2009-11-24 12:05 - mhymark - 金融学（理论版）

On Portfolio Optimization: Forecasting Covariances and Choosing the Risk Model
2 个回复 - 728 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

Dynamic Portfolio Optimization with Transaction Costs: Heuristics and Dual Bound
3 个回复 - 962 次查看【作者(必填)】 David B. BrownJames E. Smith【文题(必填)】 Management Science 【年份(必填)】 2011 vol. 57 no. 10 1752-1770 【全文链接或数据库名称(选填)】http://mansci.journal.informs.org/conte ...2012-12-15 09:04 - scxz - 求助成功区

求书： Financial Risk Modelling and Portfolio Optimization with R
17 个回复 - 5096 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

Empirical tests of biases in equity portfolio optimization
3 个回复 - 1383 次查看【作者(必填)】Peter Muller 【文题(必填)】Empirical tests of biases in equity portfolio optimization 【年份(必填)】 1993 【全文链接或数据库名称(选填)】 [*]Empirical tests of biases in equi ...2016-5-3 16:19 - bluesummer - 文献求助专区

【论坛首发】Financial Risk Modelling and Portfolio Optimization with R
24 个回复 - 4776 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）

书：Fuzzy Portfolio Optimization 中国科学院数学与系统科学研究院汪寿阳与学生的书
4 个回复 - 3045 次查看 Fuzzy Portfolio Optimization: Theory and Methods [平装] Yong Fang (作者), Kin Keung Lai (作者), Shou Yang Wang (作者) 分享我的评价 | 天天低价·正品质优 | [hr] ...2014-1-10 20:38 - rmatrix - 金融工程（数量金融）与金融衍生品

Financial Models with MATLAB. Portfolio Analysis and Optimization
1 个回复 - 1121 次查看 Financial Models with MATLAB. Portfolio Analysis and Optimization MATLAB Financial Toolbox provides functions for mathematical modeling and statistical analysis of financial data. You can optimize ...2016-2-14 23:16 - Nicolle - winbugs及其他软件专版

Classical Markowitz portfolio optimization
1 个回复 - 1274 次查看 Classical Markowitz portfolio optimization作者：聚宽用户 | 韭菜Hulk 原文见 https://www.joinquant.com/post/353 https://www.joinquant.com/post/389 -------------------------------------------------- ...2016-1-23 13:20 - 量化菜鸟 - 量化投资

求文献Portfolio optimization with Markov-modulated stock prices
2 个回复 - 813 次查看【作者(必填)】N. Bäuerle and U. Rieder 【文题(必填)】Portfolio optimization with Markov-modulated stock prices andinterest rates, 【年份(必填)】2004 【全文链接或数据库名称(选填)】2015-7-2 22:33 - macro-quant - 求助成功区

求文献Portfolio optimization with jumps
2 个回复 - 788 次查看【作者(必填)】N. Baeuerle and U. Rieder 【文题(必填)】Portfolio optimization with jumps and unobservable intensity process 【年份(必填)】2007 【全文链接或数据库名称(选填)】2015-6-30 22:41 - macro-quant - 求助成功区

Bond Portfolio Optimization (Lecture Notes in Economics and Mathematical Systems
2 个回复 - 2182 次查看 The book analyzes how modern portfolio theory and dynamic term structure models can be applied to government bond portfolio optimization problems. The author studies the necessary adjustments, examine ...2015-6-26 22:05 - nelsoncwlee - 量化投资

Using medians in portfolio optimization
1 个回复 - 680 次查看【作者(必填)】 [*]Stefano Benati 【文题(必填)】 Using medians in portfolio optimization 【年份(必填)】 2015 【全文链接或数据库名称(选填)】http://www.palgrave-journals.com/jors/journal/vaop/n ...2015-6-15 22:53 - timesever - 求助成功区

Mathematical Programming Models for Portfolio Optimization 2014
5 个回复 - 1184 次查看 Mathematical Programming Models for Portfolio Optimization 20142015-1-25 05:14 - tigerwolf - 金融学（理论版）

The Use of Risk Budgets in Portfolio Optimization
39 个回复 - 4549 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）

一本相对的老书：Option Pricing and Portfolio Optimization
12 个回复 - 4633 次查看 Option Pricing and Portfolio Optimization: Modern Methods of Financial Mathematics (Graduate Studies in Mathematics) by: Ralf Korn, Elke Korn 内容还可以大家看看吧之前不知道怎么回事，没有上 ...2010-4-13 12:36 - akoug - 经济金融数学专区

Portfolio Optimization
2 个回复 - 960 次查看 1.Optimization 1.1Quadratic Minimization 1.2Nonlinear Optimization 1.3Extreme Points 1.4Computer Results 2.The Efficient Frontier 2.1The Efficient Frontier 2.2Computer Results 3.T ...2014-11-23 22:31 - EchoEstelle - 爱问频道

Dynamic portfolio optimization with risk control for absolute deviation model
1 个回复 - 890 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

Global optimization of the scenario generation and portfolio selection problems
2 个回复 - 1042 次查看那就再悬赏一篇吧，这回只能给60个币了【作者(必填)】Parpas P, Rustem B 【文题(必填)】Global optimization of the scenario generation and portfolio selectionproblems 【年份(必填)】Comp ...2014-7-25 00:37 - tian89 - 求助成功区

Global optimization of higher order moments in portfolio selection
5 个回复 - 1111 次查看【作者(必填)】Maringer D, Parpas P 【文题(必填)】 Global optimization of higher order moments in portfolio selection [J] Journal of Global Optimization, 【年份(必填)】 2009, 43(2-3): 219-230. 【 ...2014-7-25 00:32 - tian89 - 求助成功区

Portfolio optimization with CVaR
2 个回复 - 2013 次查看 This is SAS optmodel implementation of Portfolio optimization with CVaR. The sim block is a simple simulation of returns of financial instruments. You may replace it with real data observed from stock ...2014-4-19 12:06 - bobguy - SAS专版

Portfolio optimization with defaultable securities
2 个回复 - 877 次查看【作者(必填)】Jang Inwon 【文题(必填)】Portfolio optimization with defaultable securities 【年份(必填)】Doctoral Thesis, University of Illinois at Chicago， 2005 【全文链接或数据库名称(选填)】 ...2014-3-24 19:39 - ssylzz - 求助成功区

portfolio optimization - michael best
6 个回复 - 1865 次查看【作者(必填)】Michael J. Best 【文题(必填)】Portfolio Optimization 【年份(必填)】2010 【全文链接或数据库名称(选填)】http://www.doc88.com/p-391941688045.html2014-6-8 23:50 - floydgyf - 求助成功区

求助一本电子书financial risk modeling and portfolio optimization with r
2 个回复 - 1747 次查看求助一本书电子版pdf 1： financial risk modeling and portfolio optimization with r 多谢2014-5-26 10:25 - nankaimy - R语言论坛

A Stochastic Portfolio Optimization Model with Bounded Memory
1 个回复 - 763 次查看【作者(必填)】 Mou-Hsiung Chang Mathematics Division, U.S. Army Research Office, Research Triangle Park, North Carolina 27709 mouhsiung.chang@us.army.mil, Tao Pang Department of Mathematics, No ...2014-3-5 09:20 - lk1966mail - 求助成功区

MATLAB组合优化，Developing Portfolio Optimization Models
3 个回复 - 1608 次查看 ,分享一下2013-12-5 10:56 - luckybaby1105 - 计量经济学与统计软件

Efficient Asset Management: a practical guide to stock portfolio optimization
3 个回复 - 1671 次查看同经典的Mean-Var Optimization 相抗衡的理论，resampling efficient frontier. 本书做了比较详尽的总结--参考附件1，发表于The review of financial studies 的book review。附件2是本书的2nd edition，收5论坛 ...2013-11-29 09:27 - sophiahare - 金融学（理论版）

Financial Risk Modelling and Portfolio Optimization with R
5 个回复 - 5421 次查看 2013新书，对R金融感兴趣的童鞋值得去看看，part1比较水，可以直接略过，后面两个part分别讲了风险建模和投资组合优化，除了理论之外还有相关涉及的包的简单介绍以及R的代码，挺不错的，一区里已经有坛友上传了，lz就 ...2013-7-1 18:40 - 求证1加1 - R语言论坛

先睹为快：Portfolio Optimization with R/Rmetrics
9 个回复 - 6913 次查看 http://books.google.com/books?id=keDLpq86DU4C&pg=PP1&dq=Portfolio+Optimization+with+R/Rmetrics&ei=MdWJSqOzEpOilQTik7GCCg#v=onepage&q=&f=false Portfolio Optimization with R/Rmetrics 已经在Google ...2009-8-18 06:44 - Isscaliu - R语言论坛

On Worst-Case Portfolio Optimization
2 个回复 - 1274 次查看 On Worst-Case Portfolio Optimization2010-1-7 23:38 - zengyan1984 - 论文版

求书Options Pricing and Portfolio Optimization.
42 个回复 - 5646 次查看已经找到，谢谢！2009-11-26 17:14 - zpjzpjzpj - 经济金融数学专区

课程推荐