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浏览/检索结果: 共2条，第1-2条 帮助 限定条件 内容类型：会议论文    专题：大连理工大学    第一署名单位    第一作者单位    通讯作者单位     已选(0)清除 条数/页：5101520253035404550556065707580859095100   排序方式：请选择作者升序作者降序题名升序题名降序发表日期升序发表日期降序提交时间升序提交时间降序 The Study of Idiosyncratic Volatility Anomalies and Reasons in China - To Explain the Puzzle of Idiosyncratic Volatility Based on Econometric Methods 会议论文 5th International Conference on Financial Risk and Corporate Finance Management, Dalian, PEOPLES R CHINA 作者:  Li Zhuwei;  Yang, Ruibo;  Yin Xiaoting;  Li Ming 收藏  |  浏览/下载：7/0  |  提交时间：2019/12/11 rolling-monthly realized idiosyncratic volatility  cross-section of expected stock returns  long-run idiosyncratic volatility  short-run idiosyncratic volatility   Optimization of Loan Investment Portfolio Utility-Maximization Based on the Yield of VAR 会议论文 2nd International Conference on Financial Risk and Corporate Financial Management, Dalian, PEOPLES R CHINA, 2010-01-01 作者:  Yin Xiaoting;  Fu Ying;  Liu Yanping 收藏  |  浏览/下载：4/0  |  提交时间：2019/12/24 risk-free investment and financing  efficient frontier  loan portfolio  Value at Risk (VAR)  utility maximization