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CORC

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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：11/0  |  提交时间：2023/02/07
Risk Optimization for Revenue-Driven Wireless Video Broadcasting Systems: A Copula-Based Framework 期刊论文
IEEE TRANSACTIONS ON MULTIMEDIA, 2021, 卷号: 23, 页码: 1757-1771
作者:  Ji, Wen;  Poor, H. Vincent
收藏  |  浏览/下载：10/0  |  提交时间：2021/12/01
Volatility modeling and the asymmetric effect for China's carbon trading pilot market 期刊论文
Physica A: Statistical Mechanics and its Applications, 2020, 页码: 1-11
作者:  Fu Y(傅洋);  Zheng ZY(郑泽宇)
收藏  |  浏览/下载：149/0  |  提交时间：2019/12/30
Volatility modeling and the asymmetric effect for China's carbon trading pilot market 期刊论文
Physica A: Statistical Mechanics and its Applications, 2020, 卷号: 542, 页码: 1-11
作者:  Fu Y(傅洋);  Zheng ZY(郑泽宇)
收藏  |  浏览/下载：5/0  |  提交时间：2019/12/30
Portfolio Optimization with Nonparametric Value at Risk: A Block Coordinate Descent Method 期刊论文
INFORMS JOURNAL ON COMPUTING, 2018, 卷号: 30, 期号: 3, 页码: 454-471
作者:  Cui, Xueting;  Sun, Xiaoling;  Zhu, Shushang;  Jiang, Rujun;  Li, Duan
收藏  |  浏览/下载：15/0  |  提交时间：2019/08/22
Dynamic mean-VaR portfolio selection in continuous time 期刊论文
QUANTITATIVE FINANCE, 2017, 卷号: 17, 期号: 10, 页码: 1631-1643
作者:  Zhou, Ke;  Gao, Jiangjun;  Li, Duan;  Cui, Xiangyu
收藏  |  浏览/下载：6/0  |  提交时间：2019/08/22
VaR measurement for stock portfolio based on BEMD-Copula-GARCH model 期刊论文
Systems Engineering-Theory & Practice, 2017, 卷号: Vol.37 No.2, 页码: 303-310
作者:  Wang, Xuan;  Cai, Junling;  Tang, Ling;  He, Kaijian
收藏  |  浏览/下载：5/0  |  提交时间：2019/12/31
Uncertain random portfolio optimization models based on value-at-risk 期刊论文
JOURNAL OF INTELLIGENT & FUZZY SYSTEMS, 2017, 卷号: 32, 页码: 4523-4531
作者:  Qin, Zhongfeng;  Dai, Yuanzhen;  Zheng, Haitao
收藏  |  浏览/下载：9/0  |  提交时间：2019/12/30
Dynamic mean–VaR portfolio selection in continuous time 期刊论文
Quantitative Finance, 2017, 卷号: Vol.17 No.10, 页码: 1631-1643
作者:  Zhou, K;  Gao, JJ;  Li, D;  Cui, XY
收藏  |  浏览/下载：4/0  |  提交时间：2019/12/31
Geological Hazard Premium and its Empirical Study A Case Study of Loudi City in Hunan Province 期刊论文
Journal of Catastrophology, 2016, 卷号: Vol.31 No.2, 页码: 106-110
作者:  Ouyang Difei;  Gu Yu;  Gan Liu;  Li Yingqiu
收藏  |  浏览/下载：7/0  |  提交时间：2019/12/31

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