[金融] minimizing cvar and var for a portfolio of derivatives.pdf

说明：S. Alexander, T. F. Coleman, and Y. Li, “Minimizing VaR and CVaR for a portfolio of derivatives,” Journal of Banking and Finance, vol. 30, no. 2, pp. 583–605, 2006.
<qq_18822147> 上传 | 大小：490kb

[金融] Optimal portfolio selection under the estimation risk in mean return.pdf

说明：Optimal portfolio selection under the estimation risk in mean return [M.S. thesis], University ofWaterloo, 2008.
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[金融] Dynamic Mean-LPM and Mean CVAR Portfolio Optimization in Continuous-Time.pdf

说明：Dynamic mean-lpm and mean-cvar portfolio optimization in continuous time(1)
<qq_18822147> 上传 | 大小：634kb

[金融] Mean-Risk Analysis with Risk associated with below target returns.pdf

说明：F. C. Fishburn, Mean-risk analysis with risk associated with below-target returns, Amer. Econoc. Rev., 67(1977), pp. 116-126.
<qq_18822147> 上传 | 大小：349kb

[金融] Optimal Dynamic Portfolio Selection Multiperiod Mean-Variance Formulation.pdf

说明：D. Li and W. L. Ng, Optimal dynamic portfolio selection: Multiperiod mean-variance formu- lation, Math. Finance, 10(2000), pp. 387-406.
<qq_18822147> 上传 | 大小：145kb

[金融] continuous-time mean variance portfolio selection_a stochastic LQ framework.pdf

说明：X. Y. Zhou and D. Li, Continuous time mean-variance portfolio selection: A stochastic LQ framework, Appl. Math. Optim., 42(2000), pp. 19-33.
<qq_18822147> 上传 | 大小：98kb

[金融] dynamic mean variance asset allocation.pdf

说明：Basak and G. Chabakauri, Dynamic mean-variance asset allocation, Rev. Financ. Studies, 23(2010), pp. 2970-3016.
<qq_18822147> 上传 | 大小：376kb

[金融] Continuous-time mean-risk portfolio selection.pdf

说明：H. Q. Jin, J. A. Yan and X. Y. Zhou, Continuous-time mean-risk portfolio selection, Ann. Henri Poincar´e, 41(2005), pp. 559-580.
<qq_18822147> 上传 | 大小：238kb

[金融] Roy’s safety-first portfolio principle in financial risk.pdf

说明：M. C. Chiu, H. Y. Wong and D. Li, Roy’s safety-first portfolio principle in financial risk management of disastrous events, Risk Analysis, 32(2012), pp. 1856-1872.
<qq_18822147> 上传 | 大小：710kb

[金融] 经典合成控制法实验数据abadie.do

说明：经典合成控制法实验数据，可用stata进行实验，美国加利福尼亚香烟政策的影响，合成控制法的始祖级实验数据
<weixin_43329972> 上传 | 大小：2kb

[金融] continuous_time_mean_variance_portfolio_with_no_bankrupcy.pdf

说明：T. Bielecki, H. Q. Jin, S. R. Pliska and X. Y. Zhou, Continuous-time mean-variance portolio selection with bankrupcy prohibition, Math. Finance, 15(2005), pp. 213-244.
<qq_18822147> 上传 | 大小：247kb

[金融] methods of mathematical finance.pdf

说明：Karatzas and S. E. Shreve, Methods of Mathematical Finance, New York: Springer-Verlag, 1998.
<qq_18822147> 上传 | 大小：2mb