[1] |
WANG Jia, JIN Xiu, WANG Xu, LI Gang.
Research on Cross Market Regime Switching Multi-period Asset Allocation Based on Prospect Theory
[J]. Chinese Journal of Management Science, 2018, 26(12): 44-55.
|
[2] |
GONG Xu, LIN Bo-qiang.
Jump Risk, Structural Breaks and Forecasting Crude Oil Futures Volatility
[J]. Chinese Journal of Management Science, 2018, 26(11): 11-21.
|
[3] |
ZHOU Jing, LUO Le.
Adjexpectile as A Risk Measure: Properties、Optimization and Asset Allocation Applications
[J]. Chinese Journal of Management Science, 2018, 26(5): 51-61.
|
[4] |
LIU Wei, XIA Li-qiu.
Analysis on the Behavioral Strategy of Participants on Online Lending Market based on Evolutionary Game Theory——A Trilateral Game Perspective
[J]. Chinese Journal of Management Science, 2018, 26(5): 169-177.
|
[5] |
WU Xin-yu, LI Xin-dan, MA Chao-qun.
Two-factor Asymmetric Realized SV Model and Its Empirical Test
[J]. Chinese Journal of Management Science, 2018, 26(2): 1-13.
|
[6] |
WU Wen-sheng, SHENG Shi-jie, HAN Qi-heng.
Variable Mean and Variance of Asset Allocation Model in Chinese Market
[J]. Chinese Journal of Management Science, 2018, 26(2): 107-115.
|
[7] |
WU Xin-yu, LI Xin-dan, MA Chao-qun.
Non-affine Option Pricing in the Presence of Microstructure Noises: An Empirical Study Based on the High-frequency Shanghai 50ETF Options Data
[J]. Chinese Journal of Management Science, 2017, 25(12): 99-108.
|
[8] |
SHI Jian-xun, WANG Pan-pan, He Zong-wu.
The Price-Volume Relation of the Shanghai Stock Index Under the Perspective of Uncertainty
[J]. Chinese Journal of Management Science, 2017, 25(9): 71-80.
|
[9] |
DING Yi-jun, FENG Yun.
Positive Feedback and Regulatory Spillover Effect During Market Crash
[J]. Chinese Journal of Management Science, 2017, 25(9): 81-96.
|
[10] |
HUANG Jin-bo, LI Zhong-fei, DING Jie.
A Mean-VaR Portfolio Selection Model based on Nonparametric Kernel Estimation Method
[J]. Chinese Journal of Management Science, 2017, 25(5): 1-10.
|
[11] |
WU Xin-yu, LI Xin-dan, MA Chao-qun.
Threshold Realized Stochastic Volatility Model and its Empirical Test
[J]. Chinese Journal of Management Science, 2017, 25(3): 10-19.
|
[12] |
LIU Xiang-dong, FAN Bin, Yang Yi-ming, LIU Cheng.
High-dimensional Portfolio Risk Measurement Based on M-Copula-SV-t Model
[J]. Chinese Journal of Management Science, 2017, 25(2): 1-9.
|
[13] |
HAN Chao, YAN Tai-hua.
Risk analysis of Foreign Exchange Portfolios Based on High-dimensional Dynamic Vine Copula
[J]. Chinese Journal of Management Science, 2017, 25(2): 10-20.
|
[14] |
HUANG Jin-bo, LI Zhong-fei.
Risk Hedging Strategies and Its Utility under Distributional Uncertainty
[J]. Chinese Journal of Management Science, 2017, 25(1): 1-10.
|
[15] |
REN Yu-fei, YANG Cheng-rong.
Dynamic Loan-to-Value Ratios of Stock Pledged Repos
[J]. Chinese Journal of Management Science, 2017, 25(1): 35-44.
|