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浏览/检索结果: 共4条，第1-4条 帮助 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 A sparse enhanced indexation model with chance and cardinality constraints 期刊论文 JOURNAL OF GLOBAL OPTIMIZATION, 2018, 卷号: 70, 期号: 1, 页码: 5-25 作者:  Xu, Fengmin;  Wang, Meihua;  Dai, Yu-Hong;  Xu, Dachuan 收藏  |  浏览/下载：17/0  |  提交时间：2018/07/30 Enhanced indexation  Chance constraint  Mixed integer programming  Distributionally robust approach   Research on the Applicability of Fama-French Five-factor Model in Chinese A-share Market 会议论文 2nd International Conference on Culture, Education and Economic Development of Modern Society (ICCESE), MAR 01-03, 2018 作者:  Zhang, Yanliang;  Li, Fanhao;  Gong, Yue 收藏  |  浏览/下载：5/0  |  提交时间：2019/12/31 capital asset pricing  Fama-French three-factor model  Fama-French  five-factor Model   Analysis of the Effect of Index Futures on Stock Market with a New Fama-French 3-Factor Model 期刊论文 Theoretical Economics Letters, 2014, 卷号: Vol.4 No.9, 页码: 748-759 作者:  Xinyue Bei;  Yanjia Yang;  Liuling Li;  Bruce Mizrach 收藏  |  浏览/下载：4/0  |  提交时间：2019/02/27 Index Futures  Fama-French 3-Factor Model  SSAEPD (Standardized Standard Asymmetric Exponential Power Distribution)  EGARCH   Dynamic Factors and Asset Pricing 期刊论文 JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, 2010, 卷号: 45, 期号: 3, 页码: 707-737 作者:  He, Zhongzhi (Lawrence);  Huh, Sahn-Wook;  Lee, Bong-Soo 收藏  |  浏览/下载：2/0  |  提交时间：2019/08/22