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  • 41-44.rar
       Markowitz 马尔科维奇 CAPM 论文

    本附件包括:
    • [PAPR] 44_Letters to the Editor Richard M_Ennis_Robert D_Arnott_Harry M_Markowitz_Jack Treynor_And.pdf
    • [PAPR] 41_Review Portfolio Selection_Efficient Diversification of Investments by Harry M_MarkowitzReview by_J_P_QuirkJournal of Political Economy_Vol_70_No_2 (Apr_1962)_pp_210-211.pdf
    • [PAPR] 42_To Our Readers_With Growth_a Growing Obligation To Our Readers_With Growth_a Growing Obl.pdf
    • [PAPR] 43_Portfolio Optimization with Factors_Scenarios_and Realistic Short Positions Bruce I_Jaco.pdf
  • 2.76 MB
  • 2012-8-9
  • CVaR-投资组合优化.rar

    本附件包括:
    • Portfolio optimization of equity mutual funds with fuzzy return rates and risks.pdf
    • A CONVEX STOCHASTIC OPTIMIZATION PROBLEM ARISING FROM PORTFOLIO SELECTION.PDF
    • A miminax portfolio selection rule with linear programming solution.pdf
    • Comments on ‘‘A mixed integer linear programming formulation.pdf
    • CREDIT RISK OPTIMIZATION WITH CONDITIONAL.pdf
    • CVaR Models with Selective Hedging for International Asset Allocation.pdf
    • Portfolio optimization with CVaR under VG process.pdf
    • Portfolio selection under possibilistic mean–variance utility and a SMO algorithm.pdf
    • Dynamic mean–variance portfolio selection with borrowing constraint.pdf
    • Importance sampling for integrated market and credit portfolio models.pdf
  • 3.47 MB
  • 2009-11-12
  • 71946.rar
       Introduction to Modern Portfolio Optimization with NuOPT, S-PLUS and S+Bayes

    本附件包括:
    • Introduction to Modern Portfolio Optimization with NuOPT, S-PLUS and S+Bayes.pdf
  • 4.65 MB
  • 2006-11-12
  • 8640.rar
       Portfolio Optimization with Stochastic Dominance

    本附件包括:
    • Portfolio Optimization with Stochastic Dominance.pdf
  • 188.61 KB
  • 2005-2-1
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