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科研机构
上海财经大学 [29]
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期刊论文 [25]
会议论文 [2]
学术活动 [2]
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2019 [2]
2018 [2]
2017 [6]
2016 [4]
2015 [2]
2014 [1]
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专题:上海财经大学
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Portfolio choice with skewness preference and wealth-dependent risk aversion
期刊论文
QUANTITATIVE FINANCE, 2019
作者:
Mu, Congming
;
Tian, Weidong
;
Yang, Jinqiang
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浏览/下载:21/0
  |  
提交时间:2019/08/22
Dynamic asset allocation
Mean-variance-skewness preference
Time inconsistency
Skewness seeking
Price optimization of hybrid power supply chain dominated by power grid
期刊论文
INDUSTRIAL MANAGEMENT & DATA SYSTEMS, 2019, 卷号: 119, 期号: 2, 页码: 412-450
作者:
Xie, Jiaping
;
Zhang, Weisi
;
Wei, Lihong
;
Xia, Yu
;
Zhang, Shengyi
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  |  
浏览/下载:30/0
  |  
提交时间:2019/08/22
Risk aversion
Cost sharing
Multiple suppliers
Power grid dominant
Supply and demand uncertainty
MEASURING AMBIGUITY ATTITUDES FOR ALL (NATURAL) EVENTS
期刊论文
ECONOMETRICA, 2018, 卷号: 86, 期号: 5, 页码: 1839-1858
作者:
Baillon, Aurelien
;
Huang, Zhenxing
;
Selim, Asli
;
Wakker, Peter P.
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  |  
浏览/下载:5/0
  |  
提交时间:2019/08/22
Ambiguity aversion
Ellsberg paradox
sources of uncertainty
time pressure
Time-Consistent Portfolio Policy for Asset-Liability Mean-Variance Model with State-Dependent Risk Aversion
期刊论文
JOURNAL OF THE OPERATIONS RESEARCH SOCIETY OF CHINA, 2018, 卷号: 6, 期号: 1, 页码: 175-188
作者:
Peng, Liu-Meng
;
Cui, Xiang-Yu
;
Shi, Yun
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  |  
浏览/下载:3/0
  |  
提交时间:2019/08/22
State-dependent risk aversion
Asset-liability mean-variance model
Time-consistent portfolio policy
Time consistent behavioral portfolio policy for dynamic mean-variance formulation
期刊论文
JOURNAL OF THE OPERATIONAL RESEARCH SOCIETY, 2017, 卷号: 68, 期号: 12, 页码: 1647-1660
作者:
Cui, Xiangyu
;
Li, Xun
;
Li, Duan
;
Shi, Yun
收藏
  |  
浏览/下载:9/0
  |  
提交时间:2019/08/22
investment analysis
state-dependent risk aversion
dynamic mean-variance formulation
time consistency
behavioral portfolio policy
Wanting robustness in insurance: A model of catastrophe risk pricing and its empirical test
期刊论文
INSURANCE MATHEMATICS & ECONOMICS, 2017, 卷号: 77, 页码: 14-23
作者:
Zhu, Wenge
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  |  
浏览/下载:3/0
  |  
提交时间:2019/08/22
Ambiguity aversion
Robust control theory
Catastrophe risk pricing
CAT bonds
Catastrophe-linked securities
The role of business insurance in managing a manufacturer's product quality risk
期刊论文
OPERATIONS RESEARCH LETTERS, 2017, 卷号: 45, 期号: 6, 页码: 635-641
作者:
Chen, Jing
;
Wei, Hang
;
Xie, Lei
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  |  
浏览/下载:2/0
  |  
提交时间:2019/08/22
Yield uncertainty
Business insurance
Quality risk
Risk aversion
Measuring ambiguity attitude: (Extended) multiplier preferences for the American and the Dutch population
期刊论文
JOURNAL OF RISK AND UNCERTAINTY, 2017, 卷号: 54, 期号: 3, 页码: 269-281
作者:
Baillon, Aurelien
;
Bleichrodt, Han
;
Huang, Zhenxing
;
van Loon, Rogier Potter
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  |  
浏览/下载:3/0
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提交时间:2019/08/22
Ambiguity
Multiplier preferences
Robustness
Measurement
Testing ambiguity theories with a mean-preserving design
期刊论文
QUANTITATIVE ECONOMICS, 2017, 卷号: 8, 期号: 1, 页码: 219-238
作者:
Yang, Chun-Lei
;
Yao, Lan
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浏览/下载:5/0
  |  
提交时间:2019/08/22
Ambiguity
Ellsberg paradox
expected utility
experiment
mean preserving
monotonicity
partial ambiguity
second-order risk
source premium
The Pricing Strategy of Oligopolistic Competition Food Firms with the Asymmetric Information and Scientific Uncertainty
期刊论文
JOURNAL OF FOOD QUALITY, 2017
作者:
Zhao, Li
;
Wang, Changwei
;
Peng, Xiaohui
;
Liu, Bin
;
Ahlstrom, David
收藏
  |  
浏览/下载:5/0
  |  
提交时间:2019/08/22
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