| [1] |
XU Qi-fa, LIU Shu-ting, JIANG Cui-xia.
Portfolio Selection with Conditional Skewness Estimated via MIDAS Quantile Regressions
[J]. Chinese Journal of Management Science, 2021, 29(3): 24-36.
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| [2] |
HE Chao-lin, TU Bei, WANG Peng.
The Effectiveness of Dynamic Mean-variance Portfolio: An Aspect of Time-varying Risk Tolerance
[J]. Chinese Journal of Management Science, 2021, 29(1): 1-11.
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| [3] |
JIN Bo-yi, YAN Qing-yue, YU Wen-guang.
Optimal Mix between Pay-as-you-go and Funding
[J]. Chinese Journal of Management Science, 2020, 28(2): 48-57.
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| [4] |
LIU Wei-qi, ZHANG Yan.
Asset Pricing and The Proportion of Labor Cost
[J]. Chinese Journal of Management Science, 2020, 28(12): 1-11.
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| [5] |
FEI Wei-yin, ZHANG Fan-hong, YANG Xiao-guang.
The Impact of Inflation on Executive's Equity Incentive and Work Effort
[J]. Chinese Journal of Management Science, 2020, 28(11): 1-11.
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| [6] |
JIANG Shan-shan, FAN Hong.
Stability Analysis of Banking System under Dual Channel Risk Contagion
[J]. Chinese Journal of Management Science, 2020, 28(11): 51-60.
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| [7] |
ZHU Peng-fei, TANG Yong, ZHONG Li.
Portfolio Strategy Based on Wavelet-High Order Moments model-Take the International Crude Oil Markets as An Research Objects
[J]. Chinese Journal of Management Science, 2020, 28(10): 24-35.
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| [8] |
CHI Guo-tai, ZHANG Ya-jing, DING Shi-jie.
Loan Portfolio Selection Model Based on Power Spectral Risk Measure and Monte Carlo Simulation
[J]. Chinese Journal of Management Science, 2019, 27(9): 1-14.
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| [9] |
GUO Fan-yong, PAN He-ping.
Dynamic Portfolio Management Strategy with Adaptive Beta Coefficients
[J]. Chinese Journal of Management Science, 2019, 27(7): 1-10.
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| [10] |
ZOU Xing-qi, YANG Qing.
R&D Project Portfolio Selection Based on Domination and Diffusion Relationship in the Project Network
[J]. Chinese Journal of Management Science, 2019, 27(4): 198-209.
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| [11] |
ZHAO Xin-gang, REN Ling-zhi, WAN Guan.
Renewable Portfolio Standards, the Strategic Behavior of Power Producers and Evolution
[J]. Chinese Journal of Management Science, 2019, 27(3): 168-179.
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| [12] |
YAO Hong, WANG Chao, HE Jian-min, LI Liang.
Study on the Relationship between Investment Portfolios Diversification and Systemic Risk
[J]. Chinese Journal of Management Science, 2019, 27(2): 9-18.
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| [13] |
LI Ai-zhong, WANG Shou-yang, PENG Yue-lan.
Continuous-time Asset Allocation Strategy with Inflation and Stochastic Interest Rates
[J]. Chinese Journal of Management Science, 2019, 27(2): 61-70.
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| [14] |
ZHOU Zhong-bao, REN Tian-tian, XIAO He-lu, WU Shi-jian, LIU Wen-bin.
Multi-period Portfolio Game Model Based on Relative Wealth Utility
[J]. Chinese Journal of Management Science, 2019, 27(1): 34-43.
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| [15] |
PENG Zi-jin, XU Wei-jun.
Universal Portfolio Strategy Based on Forecasting Price
[J]. Chinese Journal of Management Science, 2018, 26(9): 1-10.
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