producer's risk

The Portfolio Management Analysis Based on the Expectation-Semivariance Risk Model;

基于半方差风险计量模型的组合投资分析

An Empirical Comparison and Improvement Study on Semi-Variance Risk Measure Model;

半方差风险计量模型的实证比较及改进研究

Research on Potrfolio Investment Models Under Semi-Variance Risk;

负半方差风险下的证券组合投资模型研究

Optimal Reinsurance under Standard Deviation Calculation Principle and Mean Square Error Risk Measure

标准差保费原理均方误差风险下的最优再保险

The Comparison of the Risk Measuring Methods Based on the Semi-Variance and Variance

基于方差与半方差的风险刻画方法比较

RISK SHARING UNDER THE MEAN-VARIANCE EXPECTED UTILITY

均值-方差期望效用函数下的风险共担

As a measure of risk, mean absolute deviation is better than variance in a sense.

作为度量风险的标准 ,绝对离差比方差更为合适 .

The Efficient Frontier Feature of Risky Assets with Singular Variance - covariance Matrix;

奇异方差-协方差矩阵的n种风险资产有效边界的特征

Combination Boundary of Three Kinds of Risk Assets of Variance - Covariance Matrix Degeneration;

方差-协方差矩阵退化的三种风险资产的组合边界

Risk-return Evaluation Based on Possibilistic Mean and Variance;

基于可能性均值和方差的金融风险报酬研究

Applicaton of Mean Variance Change-point Model to Value-at-Risk;

均值方差变点参数模型在风险价值VaR中的应用

Mean-Variance Model with New Type Risk Perceptions and Empirical Research;

新型风险感受下的均值-方差模型与实证研究

The Application with Regressive Variance Analysis Method to Estimate the Risk of Investment Projects;

结合回归方差分析法评价投资项目的风险

A Risk Measure Model for Investment Project Based on Semivariance;

基于半方差的投资项目风险度量模型研究

Generalizations of H. Markowitz s Model of Expectation-Variance for Risk Investment Decision;

对风险投资决策中H.Markowitz均值-方差模型的推广

Research of Credit Risk Measurement Based on Generalized Autoregressive Conditional Heteroskedasticity

基于广义条件异方差的信用风险度量研究

Comparative Study between Mean Absolute Deviation Model and Mean-Variance Portfolio Selection Model;

绝对离差风险测度模型与均值方差模型的比较研究

Dynamic Asset Allocation Model with Mean Variance Preferences and Downside Risk Control;

均值方差偏好和下方风险控制下的动态投资组合决策模型