mean-variance portfolio-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“mean-variance portfolio”相关内容18个，排序为按回复时间降序，搜索更多相关帖子请点击“高级”

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 - 26640 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

Mean-variance portfolio methods for energy policy risk management
2 个回复 - 663 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）

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

Uncertain exit time multi-period mean–variance portfolio selection with endogen
1 个回复 - 544 次查看【作者(必填)】Yao Haixiang 【文题(必填)】Uncertain exit time multi-period mean–variance portfolio selection with endogen 【年份(必填)】2013 【全文链接或数据库名称(选填)】http://www.sciencedi ...2017-5-6 12:47 - wead456789 - 求助成功区

Big Data Challenges of High-Dimensional Continuous-Time Mean-Variance Portfolio
1 个回复 - 605 次查看【作者(必填)】Mei Choi Chiu， Chi Seng Pun， Hoi Ying Wong 【文题(必填)】 Big Data Challenges of High-Dimensional Continuous-Time Mean-Variance Portfolio Selection and a Remedy 【年份(必填)】 ...2017-4-4 11:10 - 一品小猪 - 求助成功区

Persistent Interest Portfolios: Marrying Web Search Data with Mean–Variance The
3 个回复 - 772 次查看【作者(必填)】Daniel Nadler and Anatoly B. Schmidt 【文题(必填)】Persistent Interest Portfolios: Marrying Web Search Data with Mean–Variance Theory 【年份(必填)】Fall 2016, Vol. 25, No. 3: pp. 13 ...2016-10-26 21:39 - lopemann - 求助成功区

Portfolio performance evaluation in a mean–variance–skewness framework T Joro,
1 个回复 - 703 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)】Portfolio performance evaluation in a mean–variance–skewness frameworkT Joro, P Na - European Journal of Operation ...2016-8-19 14:48 - 马甲甲 - 求助成功区

Neural network-based mean–variance–skewness model for portfolio selection L Yu
1 个回复 - 521 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)】Neural network-based mean–variance–skewness model for portfolio selectionL Yu, S Wang, KK Lai - Computers & Operat ...2016-8-19 14:44 - 马甲甲 - 求助成功区

Mean-variance-skewness portfolio performance gauging: a general shortage functio
1 个回复 - 717 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)】Mean-variance-skewness portfolio performance gauging: a general shortage function and dual approachW Briec, K Kerste ...2016-8-19 14:14 - 马甲甲 - 求助成功区

A REVISED GEOMETRY OF MEAN-VARIANCE EFFICIENT PORTFOLIOS
1 个回复 - 742 次查看【作者(必填)】 [*]Hans G. Ehrbar 【文题(必填)】A REVISED GEOMETRY OF MEAN-VARIANCE EFFICIENT PORTFOLIOS 【年份(必填)】 1993 【全文链接或数据库名称(选填)】http://onlinelibrary.wiley.com/doi/1 ...2015-4-28 20:55 - wenyu - 求助成功区

Bruno de Finetti and Mean-Variance Portfolio Selection
0 个回复 - 577 次查看【作者(必填)】 Mark Rubinstein 【文题(必填)】 Bruno de Finetti and Mean-Variance Portfolio Selection【年份(必填)】 Volume 4, Number 3, Third Quarter 2006 【全文链接或数据库名称(选填)】https://www ...2019-1-12 03:37 - leosong - 文献求助专区

求助:Multi-Period Mean-Variance Analysis: Toward A General Theory of Portfolio C
1 个回复 - 804 次查看【作者(必填)】NH Hakansson 【文题(必填)】Multi-Period Mean-Variance Analysis: Toward A General Theory of Portfolio Choice 【年份(必填)】1971 【全文链接或数据库名称(选填)】JSTOR2013-5-30 12:07 - ljf2007 - 求助成功区

求助一篇外文献 Alpha as Ambiguity: Robust Mean-Variance Portfolio Analysis
2 个回复 - 820 次查看【作者(必填)】1.Fabio Maccheroni, 2.Massimo Marinacci, 3.Doriana Ruffino 【文题(必填)】Alpha as Ambiguity: Robust Mean-Variance Portfolio Analysis 【年份(必填)】2013 【全文链接或数据库名称(选 ...2013-5-28 00:08 - ljufang - 求助成功区

院士严加安：New formulations of Markowitz’s mean-variance portfolio selection
0 个回复 - 1454 次查看西南财大光华讲坛—社会名流论坛第 3000期主讲人：中国科学院院士严加安标题：New formulations of Markowitz’s mean-variance portfolio selection 主持人：统计学院院长史代敏教授时间：2011-11-14（星 ...2011-11-13 19:34 - swufeliuyi2010 - 学术资源/课程/会议/讲座

求Mean-Variance Analysis in Portfolio Choice and Capital Markets
10 个回复 - 4604 次查看作者: Harry M. Markowitz / G. Peter Todd / William F. Sharpe ISBN: 9781883249755 页数: 399 出版社: Wiley 装帧: Hardcover 出版年: 2000 英文原版2009-10-16 11:03 - renxuef - 求助成功区

Dynamic Mean-Variance Portfolio Selection with No-Shorting Constraints
0 个回复 - 1622 次查看 Dynamic Mean-Variance Portfolio Selection with No-Shorting Constraints2010-1-7 23:28 - zengyan1984 - 论文版

Three-Dimensional Efficient Portfolio Frontier: Mean, Variance, and Farm Si...
0 个回复 - 246 次查看 2005-11-2 13:37 - 学年论文802 - Forum

课程推荐