1.
The Demonstration of Portfolio Selection under VaR Restriction;
VaR约束下的证券投资决策实证分析
2.
An analysis of portfolio decision model under the VaR constraint;
VaR约束下的投资组合决策模型分析
3.
Research on Economic Capital Allocation of China s Commercial Banking under VaR Restraint;
VaR约束下的我国商业银行经济资本配置研究
4.
Applying M-V Model under VaR Restriction in the Allocation of Securities;
VaR约束下的M-V模型在股票配置决策中的应用
5.
Research on Enterprise s Managers Combined Supervision Mechanisms Based on VaR Restrict;
基于VaR约束的企业经营者组合监督机制研究
6.
Robust Optimal Tracking Error Portfolio Models Based on VaR;
具有VaR约束的跟踪误差投资组合鲁棒优化模型
7.
A Study on Asset Allocation of Mutual Funds;
VaR约束下均值—方差模型在基金资产配置的应用
8.
A Multi-Objectives Decision-Making of Loan Portfolios of Commercial Bank Based on Constraint of VaR;
基于VaR约束的商业银行贷款组合多目标决策
9.
Optimal model of asset-liability-management based on constraint of VaR technology;
基于VaR约束的银行资产负债管理优化模型
10.
A Portfolio Optimization Model for Banks Based on Monte Carlo Simulation and the Constraint of VaR Technology;
基于Monte Carlo模拟和VaR约束的银行资产组合优化模型研究
11.
Combination model of asset-liability-management based on constraint of VaR technology;
基于VaR约束的商业银行资产负债组合配给模型探讨
12.
Optimal Combination Model of Commercial Bank's Asset-Liability Management under Transaction Cost Based on Constraint of VaR Technology
基于VaR约束的带交易费用的商业银行资产负债组合优化模型
13.
The Investment Portfolios Risk Measures: VaR Constrained the Permission Has Non-risk Property Investment Mean-Variance Model in Portfolio Selection;
投资组合风险度量：VaR约束下允许持有无风险资产投资组合模型研究
14.
Empirical Study on Portfolio Theory Introducing VaR and ES Constraint;
引入VaR和ES约束的投资组合理论实证
15.
The deep-study of a mean-VaR model under constraints of investment chance;
基于机会约束的均值—VaR投资组合模型再研究
16.
Study of a Mean-VaR portfolio model under the constraints of investment chance;
基于机会约束的均值—VaR投资组合模型研究
17.
Optimal Model of Asset-liability-management Based on Law s Constraint and VaR Control;
基于VaR风险控制和法规约束的银行资产负债管理优化模型
18.
The Sources of RMB Real Exchange Rate Fluctuations:An Empirical Study Based on Structural VAR under Long-term Restrictions
人民币实际汇率波动的源泉——基于长期约束结构VAR的实证研究