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浏览/检索结果: 共11条，第1-10条 帮助 限定条件 发表日期：2022     已选(0)清除 条数/页：5101520253035404550556065707580859095100   排序方式：请选择作者升序作者降序题名升序题名降序发表日期升序发表日期降序提交时间升序提交时间降序 Financial hedging in two-stage sustainable commodity supply chains 期刊论文 EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 2022, 卷号: 303, 期号: 2, 页码: 803-818 作者:  Wang, Moran;  Guo, Xiaolong;  Wang, Shouyang 收藏  |  浏览/下载：11/0  |  提交时间：2023/02/07 Risk analysis  Financial hedging  Index-based price contract  Sustainable supply chain management  Competition   Sensitivity-based Conditional Value at Risk (SCVaR): An efficient measurement of credit exposure for options 期刊论文 NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, 2022, 卷号: 62, 页码: 19 作者:  Shi, Ruoshi;  Zhao, Yanlong;  Bao, Ying;  Peng, Cheng 收藏  |  浏览/下载：16/0  |  提交时间：2023/02/07 Counterparty credit exposure  VaR  CVaR  Sensitivity  Greeks   New insights and augmented Lagrangian algorithm for optimal portfolio liquidation with market impact 期刊论文 INTERNATIONAL TRANSACTIONS IN OPERATIONAL RESEARCH, 2022, 页码: 25 作者:  Xu, Fengmin;  Li, Xuepeng;  Dai, Yu-Hong;  Wang, Meihua 收藏  |  浏览/下载：9/0  |  提交时间：2023/02/07 augmented Lagrangian algorithm  equity and liability  optimal portfolio liquidation  price impact   A Credit Risk Contagion Intensity Model of Supply Chain Enterprises under Different Credit Modes 期刊论文 SUSTAINABILITY, 2022, 卷号: 14, 期号: 20, 页码: 26 作者:  Wang, Yuhao;  Shen, Jiaxian;  Pan, Jinnan;  Chen, Tingqiang 收藏  |  浏览/下载：9/0  |  提交时间：2023/02/07 supply chain finance  trade credit financing  bank credit financing  credit default  contagion intensity   A new method for estimating Sharpe ratio function via local maximum likelihood 期刊论文 JOURNAL OF APPLIED STATISTICS, 2022, 页码: 19 作者:  Xu, Wenchao;  Lin, Hongmei;  Tong, Tiejun;  Zhang, Riquan 收藏  |  浏览/下载：7/0  |  提交时间：2023/02/07 Direct method  heteroscedastic non-parametric regression  joint limiting distribution  local polynomial smoothing  Sharpe ratio function   Multilayer Financial Complex Networks and Their Applications 期刊论文 IEEE TRANSACTIONS ON CIRCUITS AND SYSTEMS I-REGULAR PAPERS, 2022, 页码: 14 作者:  Li, Xuerong;  Xu, Xiaoyue;  Liu, Jiaqi;  Dong, Jichang;  Lu, Jinhu 收藏  |  浏览/下载：14/0  |  提交时间：2023/02/07 Couplings  Complex networks  Biological system modeling  Banking  Entropy  Analytical models  Urban areas  Financial networks  maximum entropy approach  multi-layer networks  risk contagion  spillover effects   Can financial crisis be detected? Laplacian energy measure 期刊论文 EUROPEAN JOURNAL OF FINANCE, 2022, 页码: 28 作者:  Huang, Chuangxia;  Deng, Yunke;  Yang, Xin;  Yang, Xiaoguang;  Cao, Jinde 收藏  |  浏览/下载：7/0  |  提交时间：2023/02/07 Financial crisis  complex network  Laplacian energy  network structure  seasonal-trend decomposition procedure based on loess (STL)   Inductive Representation Learning on Dynamic Stock Co-Movement Graphs for Stock Predictions 期刊论文 INFORMS JOURNAL ON COMPUTING, 2022, 页码: 19 作者:  Tian, Hu;  Zheng, Xiaolong;  Zhao, Kang;  Liu, Maggie Wenjing;  Zeng, Daniel Dajun 收藏  |  浏览/下载：16/0  |  提交时间：2022/07/25 graph representation learning  deep learning  predictive models  business intelligence   Short Communication: Minimal Quantile Functions Subject to Stochastic Dominance Constraints 期刊论文 SIAM JOURNAL ON FINANCIAL MATHEMATICS, 2022, 卷号: 13, 期号: 3, 页码: SC87-SC98 作者:  Wang, Xiangyu;  Xia, Jianming;  Xu, Zuo Quan;  Yang, Zhou 收藏  |  浏览/下载：5/0  |  提交时间：2023/02/07 SSD-minimal  stochastic dominance  Skorokhod lemma  complete market  risk minimizing   Economic and virtual water multilayer networks in China 期刊论文 JOURNAL OF CLEANER PRODUCTION, 2022, 卷号: 381 作者:  Wang, Junren;  Konar, Megan;  Dalin, Carole;  Liu, Yu;  Stillwell, Ashlynn S. 收藏  |  浏览/下载：3/0  |  提交时间：2023/05/30 Economic network  Virtual water  Supply chains  Network analysis  Multilayer  MRIO