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Risk Management for International Portfolios with Basket Options: A Multi-Stage Stochastic Programmi
[期刊论文] 作者:YIN Libo,HAN Liyan,
来源:黑龙江科技学院学报 年份:2015
为探究吕家坨井田地质构造格局,根据钻孔勘探资料,采用分形理论和趋势面分析方法,研究了井田7...
Risk Management for International Portfolios with Basket Options:A Multi-Stage Stochastic Programmin
[期刊论文] 作者:YIN Libo,HAN Liyan,,
来源:Journal of Systems Science & Complexity 年份:2015
The authors consider the problem of active international portfolio management with basket options to achieve optimal asset allocation and combined market risk a...
[期刊论文] 作者:Kaifeng Lin,Anqi Yin,Libo Yao,Yan Li,
来源:生物化学与生物物理学报(英文版) 年份:2015
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