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QI Yue, LIAO Ke-zhi.
Research on the Diversification Benefits of Commodity Futures under the Background of Commodity Financialization
[J]. Chinese Journal of Management Science, 2021, 29(6): 10-22.
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MA Jing-yi, ZHANG Zhi-hao, WU Jia-bao, LEI Xue-fei.
An Enhanced Index Tracking Model based on Asymmetric Active Risk and Its Application
[J]. Chinese Journal of Management Science, 2020, 28(8): 42-51.
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DU Tao, RAN Lun, LI Jin-lin, CAO Xue-li.
Multi Criteria Decision Making Based on Efficiency Measurement and Empirical Study: DEA-TOPSIS Integrated Method
[J]. Chinese Journal of Management Science, 2017, 25(7): 153-162.
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ZHOU Zhong-bao, JIN Qian-ying, ZENG Xi-mei, WU Qian, LIU Wen-bin.
Performance Evaluation of Portfolios with Cardinality Constraints
[J]. Chinese Journal of Management Science, 2017, 25(2): 174-179.
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ZHOU Zhong-bao, DING Hui, MA Chao-qun, WANG Mei, LIU Wen-bin.
Technical Efficiency Evaluation Approach for Portfolios with Transaction Costs
[J]. Chinese Journal of Management Science, 2015, 23(1): 25-33.
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ZHUANG Xin-tian, LIU Yang, JIN Qiang.
The Fuzzy Portfolio Programming with Risk Tolerance Constraint
[J]. Chinese Journal of Management Science, 2009, 17(4): 156-164.
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LI Hong-jie.
An Chance-Constrained Mean-VaR Portfolio Model with Capital Structure and Transaction Costs
[J]. Chinese Journal of Management Science, 2008, 16(3): 31-36.
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YAO Hai-xiang, Li Zhong-fei.
Portfolio Model and Its Explicit Expression of Portfolio Efficient Frontier with Maximum Drawdown Constraint
[J]. Chinese Journal of Management Science, 2008, 16(3): 23-30.
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LI Hong-jie.
Model of Portfolio Selection with Transaction Costs in Varying Capital Structure
[J]. Chinese Journal of Management Science, 2007, 15(3): 14-18.
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MA Li-jie, CUI Yu-quan, LI Zhen-bo.
A New DEA Model Based on Two Objective Programming
[J]. Chinese Journal of Management Science, 2005, (6): 69-74.
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LI Xiao-ping, LIU Xiao-mao.
The Mean-Spectral Measures of Risk Efficient Frontier of Portfolio and Its Empirical Test
[J]. Chinese Journal of Management Science, 2005, (5): 6-11.
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YAO Jing, LI Zhong-fei .
The Asset Allocation Model Based on VaR
[J]. Chinese Journal of Management Science, 2004, (1): 8-14.
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| [13] |
GUAN Zhong-cheng, ZHANG Yan.
Study on Evaluation Models for Relative Efficiency for Scientific Research Organization
[J]. Chinese Journal of Management Science, 2003, (5): 89-94.
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| [14] |
WANG Chun-fen, TU Xin-shu, LI Bin .
The Study on the Problem of Optimal Portfolio about Utility
[J]. Chinese Journal of Management Science, 2002, (2): 15-19.
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TU Xin-shu .
The Identification of the Efficient Market Portfolio
[J]. Chinese Journal of Management Science, 2001, (5): 49-55.
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