《Applied Portfolio Management》是一本圖書,作者是Shenoy, Catherine, McCarthy, Kent C.
基本介紹
- ISBN:9780470041727
- 作者:Shenoy, Catherine、 McCarthy, Kent C.
- 出版時間:2008年4月
- 頁數:282
- 定價:542.00元
《Applied Portfolio Management》是一本圖書,作者是Shenoy, Catherine, McCarthy, Kent C.
to build today's multibillion-dollar portfolios for institutional investment plans can be applied to your portfolio in order to achieve your long-term financial goals. This revised edition also includes a cutting-edge chapter dedicated to helping Baby Boomers create a prosperous retirement portfolio ...
2. Aggarwal, R. and A. L. DeMaskey, (1997) “Cross-Hedging Currency Risks in Asian Emerging Markets Using Derivatives in Major Currencies,” The Journal of Portfolio Management, Vol.23, pp. 88-95.3. Anderson, R. W. and J. P. Danthine, (1981) “Cross Hedging,” Journal of ...
16.Nan Shang, Chengjin Ye* , Yi Ding, Teng Tu, Baofeng Huo, Risk-based Optimal Power Portfolio Methodology for Generation Companies Considering Cross-Region Generation Right Trade, Applied Energy, 2019, 254 17.Siyu Li, Xiling Cui, Baofeng Huo* , Xiande Zhao, Information Sharing, Coordination ...
Chapter 8 Practical Portfolio Management.The Virtues of Heuristics.Goal Setting.Personal Goals.Portfolio Goals.The Top-Down Philosophy.Miscellaneous Heuristics.Chapter 9 The Nature of Risk and Navigating Markets inTroubled Times.Risk and Uncertainty.Financial Risk, or Wha...
“Asset Allocation in Chinese Stock Market: The Role of Return Predictability”, Journal of Portfolio Management 41(5), 2015, 71–83, Jian Chen, Fuwei Jiang, and Jun Tu “高風險低收益-基於大數據和機器學習的動態CAPM模型的解釋”,《管理科學學報》2021年第24卷第1期109-126頁,姜富偉,馬甜,...
[8]Jianfeng Liang, Discrete analysis of portfolio selection with optimal stopping time, Journal of Applied Mathematics and Decision Sciences,Vol.2009,doi:10.1155/2009/609196,1-9.[9]Jiangfeng Liang, Portfolio selection model for optimal stopping time, 《Advances in Business Intelligence and Financial...
[8]Jianfeng Liang, Discrete analysis of portfolio selection with optimal stopping time, Journal of Applied Mathematics and Decision Sciences,Vol.2009,doi:10.1155/2009/609196,1-9.[9]Jiangfeng Liang, Portfolio selection model for optimal stopping time, 《Advances in Business Intelligence and Financial...
主持:“Research on the Establishment of a Credit Risks Portfolio Management System in Chinese Banks.”Project Leader. Japan Society for the Promotion of Science (JSPS).主持:“Comparative Analysis on Credit Risk Management Systems between Japanese and Chinese Commercial Banks.” Project Leader. Grant...
鄧雪,女,畢業於華南理工大學工商管理學院,博士,華南理工大學教授、碩士導師。講授課程 本科生課程:經濟數學(Economic Mathematics)、專業英語(Professional English)、高等數學(Advanced Mathematics)、醫用高等數學(Medical Advanced Mathematics)、Applied Calculus、Linear Algebra、Calculus I and II、Probability ...
(13) Xiaobei Liang, Bingyong Tang,,On the risk management control models of the portfolio pension pattern,Yingyong Jichu yu Gongcheng Kexue Xuebao/Journal of Basic Science and Engineering, SUPPL(2004),276-279(EI)(14) 劉興華,梁曉蓓,楊海波,證券市場高頻數據雙相行為的仿真研究,系統工程...
38. Chen, Son-Nan, and Kisuk Jeon. 1999. The Mean-Gini International Asset Pricing Model Under Investment Barriers, Advanced in Investment Analysis and Portfolio Management.39. Chen, Son-Nan, and Kisuk Jeon. 1998. Mean Reversion Behavior of the Returns on currency Assets, International Review ...
· H.P. Pan (2006): From Quantitative Finance to Intelligent Finance – Financial Information Fusion, Multilevel Process Models and Dynamic Portfolio Management. Keynote presentation paper at the International Workshop on Forecasting and Risk Management, December 20-21, 2006, Centre for Forecasting ...
201.On Large Sample Covergence Matrices of Stationary Processes, 2013, Applied Probability Trust,199.Wang, Cheng, Jin, Baisu and Miao,Baiqi, On limiting spectral distribution of largesample covariance matrices by VARMA(p,q), 2013, Journal of Time Series Analysis,198. 董翠玲,繆柏其,譚常春,Change...
朱傑,丹麥奧胡斯大學經濟和管理學博士。朱博士的主要研究方向為金融資產定價、金融計量學、風險管理等。朱博士曾在國際學術期刊上發表多篇學術論文,包括Journal of Empirical Finance, Journal of Banking and Finance, Financial Markets and Portfolio Management等。朱博士也為Journal of Applied Econometrcis, Finance ...
[5] Asset allocation in Chinese stock market: The role of return predictability, Journal of Portfolio Management, 2014, Vol 41, 71-83.[6] 中國股市尾部風險與收益率預測, 《廈大學報(哲社版)》, 2014年第4期, 45-54。[7] 基於扇形偏好的期權定價方法, 《管理科學學報》, 2014年第3期, 27-36。
A Study of Knowledge Management System Model Based on ERP. Conference Proceeding of 2009 International Institute of Applied Statistics Studies,July 24-26,2009, in Qingdao, China. pp.610-615 (EI indexed) 28.Zhu Jiajun,Zheng Jianguo, Jinbin Li.Application of Multi-objective Extension Group Decision...
[1] Risk-minimizing portfolio selection for insurance payment processes under a Markov-modulated model (with Linyi Qianand Wei Wang), Journal of Industrial and Management Optimization, 2013, 9(2), 411-429.[2] On the optimal dividend strategy in a regime-switching diffusion model (with Jiaqin ...
American Economic Review, Econometrica, Economic Theory, European Financial Management, International Journal of Central Banking, Finance Research Letters, Journal of Applied Econometrics, Journal of Banking and Finance, Journal of Business and Economic Statistics, Journal of Credit Risk, Journal of ...
[39]C. J. Li, *Z. F. Li, Multi-period portfolio optimization for asset–liability management with bankrupt control, Applied Mathematics and Computation, 218, 2012, 11196–11208. (SCI, SSCI, EI)[40]L. Zhang, *Z. F. Li, Multi-period mean-variance portfolio selection with uncertain time...
Performance management processes-resource allocation, portfolio management Innovation incubation processes-stage-gate development processes, innovation networks Human resource management-staffing, team building, organizational learning Throughout, insightful case studies demonstrate how these results-driven methods are...
[31] Qian CHEN; Jinlin LI; Lun RAN. A Framework of Operational Risk Management System Based on Case-based Reasoning [100]. 2009 Second International Workshop on Knowledge Discovery and Data Mining. WKDD 2009, 549-553, 2009.(EI)[32] Lun ZHANG; Jinlin LI; Lun RAN. Modeling Portfolio ...
Fan, Gang-Zhi and Seung-Woo Shin, 2012, “An Introductory Study on the Economic Development Plan for the Chengdu and Chongqing Regions of Western China,” Korean Management Consulting Review Fan, Gang-Zhi, Ming Pu and Seow Eng Ong, 2012, “Optimal Portfolio Choices, House Risk Hedging and ...
1. Hong-Bo Duan, Ying Fan, Lei Zhu. 2013. What’s the most cost-effective policy of CO2 targeted reduction: An application of aggregated economic technological model with CCS? Applied Energy. (in press)2. Lei Zhu, Ying Fan. 2013. Modelling the Investment in Carbon Capture Retrofits of ...
Journal of Applied Probability , 48(3): 723--732, 2011.Maximum likelihood estimation for reflected Ornstein-Uhlenbeck processes, with Lijun Bo, Yongjin Wang, and Guannan Zhang, Journal of Statistical Planning and Inference , 141(1): 588--596, 2011.An optimal portfolio problem in a defaultable ...
Computers & Operations Research, Applied Mathematical Modelling,Asia-Pacific Journal of Operational Research,International Journal of Society Systems Science , 管理科學學報等國內外期刊審稿專家;American Journal of Operations Research, Industrial Engineering & Management 期刊編委;國家自然科學基金評審專家。
VAM Applied to PE Investment Based on the Analysis of Game Theory Two Fuzzy Credit Risk Evaluation Models for China's Commercial Bank Loans to Large and Medium-Sized Enterprises Risk Budgeting and Asset Allocation in Portfolio Management Construction of the Risk Quantitative Evaluation System of the ...
IWM是財富管理國際資格認證International Certificate of Wealth Management的縮寫,是由CISI主辦的階梯式財富管理國際資格認證。考試認證系列分為三個不同級別,分別是International Certificate in Wealth & Investment Management(財富管理國際資格認證)、International Certificate in Advanced Wealth Management(高級財富管理...
M. Alfeus, X.-J. He* and S.-P. Zhu, An empirical analysis of option pricing with short sell bans, International Journal of Theoretical and Applied Finance, in press, 2022. (ESCI; ABS: 2)X.-J. He and S. Lin*, A closed-form pricing formula for variance swaps under a stochastic ...
[6] Production and Operations Management 18, (2009), 226-240:“Using Frontier Portfolio to Improve Make-to-Order Operations” 2009 [7] Management Science 54, (2008), 1861- 1875:“Market-based Supply Chain Coordination by MatchingDuppliers’ Cost Structures with Buyers’ Order Profiles” ...