[1] |
Aizhong Li,Ruoen Ren,Jichang Dong.
Graph Network Risk Perception and Sparse Low-rank Portfolio Management Strategy
[J]. Chinese Journal of Management Science, 2024, 32(4): 58-65.
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[2] |
ZHU Jian-bo, SHI Qian-qian, ZHANG Jin-wen, SHENG Zhao-han.
An Incentive Model in Risk Management of Mega Project Considering Insurance Company Involved
[J]. Chinese Journal of Management Science, 2022, 30(6): 1-10.
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[3] |
JIANG Chong-hui, LIU Lin.
The Effectiveness of Momentum Factor Tracking Strategy: Evidence from China Stock Market
[J]. Chinese Journal of Management Science, 2022, 30(5): 86-97.
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[4] |
TAN De-kai, TIAN Li-hui.
Is Gold a Safe Haven of the Stock Market?——Based on Dynamic Conditional Correlation Mixed Data Sampling Model
[J]. Chinese Journal of Management Science, 2022, 30(10): 14-24.
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[5] |
ZHU Xiao-neng, WU Jie-nan.
The “Ripple Effect” in Stock Market Co-movement
[J]. Chinese Journal of Management Science, 2021, 29(8): 1-12.
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[6] |
LI Jin, SHEN Su-hao, SUN Xiao-lei, XING Xiao.
Identification and Classification for Risk Paths in the Context of Cross-Border Important Data Flow
[J]. Chinese Journal of Management Science, 2021, 29(3): 90-99.
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[7] |
TANG Zhen-peng, WU Jun-chuan, RAN Meng, ZHANG Ting-ting.
Research on The Self-exciting Effect of Chinese Stock Market Considering Investor Sentiment
[J]. Chinese Journal of Management Science, 2020, 28(7): 1-12.
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[8] |
XIE Chi, HU Xue-jing, WANG Gang-jin.
Dynamic Evolution and Market Robustness of Chinese Stock Market in the Past 10 Years of the Financial Crisis: An Empirical Research Based on Complex Network Perspective
[J]. Chinese Journal of Management Science, 2020, 28(6): 1-12.
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[9] |
CHEN Qi-an, ZHANG Hui, CHEN Shu-yu.
Does Stock Index Futures Trading Increase the Stock Market Volatility in China?——Theoretical and Empirical Research Based on Investor Structure
[J]. Chinese Journal of Management Science, 2020, 28(4): 1-13.
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[10] |
YAN Guan, LIU Zhi-dong.
Systemic Risk in China's Interbank Liability Networks Based on the Bayesian Methodology
[J]. Chinese Journal of Management Science, 2020, 28(4): 14-26.
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[11] |
ZHANG Tong-hui, YUAN Ying, ZENG Wen.
Can Investor Attention Help to Predict Stock Market Volatility? An Empirical Research Based on Chinese Stock Market High-frequency Data
[J]. Chinese Journal of Management Science, 2020, 28(11): 192-205.
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[12] |
LIU Feng-gen, WU Jun-chuan, YANG Xi-te, OUYANG Zi-sheng.
Long-run Dynamic Effect of Macro-economy on Stock Market Volatility Based on Mixed Frequency Data Model
[J]. Chinese Journal of Management Science, 2020, 28(10): 65-76.
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[13] |
CHAI Shang-lei, ZHOU Peng.
Measuring the Integrated Risk of Carbon Financial Market by a Non-parametric Copula-CVaR Model
[J]. Chinese Journal of Management Science, 2019, 27(8): 1-13.
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[14] |
YIN Li-bo, WEI Ya, HAN Fu-ling.
Study on Characteristics and Influence Factors of Time-varying Anomalies in China's Stock Market
[J]. Chinese Journal of Management Science, 2019, 27(8): 14-25.
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[15] |
ZHAO Peng-ju, ZHANG Wei.
Stock Market Evolution Research Based on Random Dynamic System
[J]. Chinese Journal of Management Science, 2019, 27(5): 50-56.
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