全文获取类型
收费全文 | 322篇 |
免费 | 3篇 |
国内免费 | 5篇 |
专业分类
综合类 | 1篇 |
数学 | 319篇 |
物理学 | 10篇 |
出版年
2023年 | 1篇 |
2022年 | 1篇 |
2021年 | 3篇 |
2020年 | 11篇 |
2019年 | 3篇 |
2018年 | 5篇 |
2017年 | 8篇 |
2016年 | 8篇 |
2015年 | 5篇 |
2014年 | 21篇 |
2013年 | 18篇 |
2012年 | 20篇 |
2011年 | 18篇 |
2010年 | 20篇 |
2009年 | 41篇 |
2008年 | 31篇 |
2007年 | 37篇 |
2006年 | 10篇 |
2005年 | 12篇 |
2004年 | 4篇 |
2003年 | 10篇 |
2002年 | 8篇 |
2001年 | 4篇 |
2000年 | 3篇 |
1999年 | 6篇 |
1998年 | 1篇 |
1997年 | 2篇 |
1996年 | 2篇 |
1995年 | 1篇 |
1994年 | 2篇 |
1993年 | 3篇 |
1992年 | 5篇 |
1991年 | 2篇 |
1984年 | 1篇 |
1983年 | 2篇 |
1979年 | 1篇 |
排序方式: 共有330条查询结果,搜索用时 0 毫秒
251.
This paper is concerned with porfolio optimization problems with integer constraints. Such problems include, among others
mean-risk problems with nonconvex transaction cost, minimal transaction unit constraints and cardinality constraints on the
number of assets in a portfolio. These problems, though practically very important have been considered intractable because
we have to solve nonlinear integer programming problems for which there exists no efficient algorithms. We will show that
these problems can now be solved by the state- of-the-art integer programming methodologies if we use absolute deviation as
the measure of risk. 相似文献
252.
本文研究了一个有固定消费/收入现金流的连续时间的最优投资组合选择问题.把投资者的财富用分离的思想来考虑.将投资者的财富分成两部分,消费/收入部分和投资部分,从而将原问题转化为不含消费/收入现金流的M-V投资组合选择的辅助问题.证明了辅助问题的最优投资策略就是原问题的最优策略,得到了原问题的最优策略及有效前沿并分析了消费/收入对投资的影响. 相似文献
253.
Managing and hedging the risks associated with Variable Annuity (VA) products require intraday valuation of key risk metrics for these products. The complex structure of VA products and computational complexity of their accurate evaluation have compelled insurance companies to adopt Monte Carlo (MC) simulations to value their large portfolios of VA products. Because the MC simulations are computationally demanding, especially for intraday valuations, insurance companies need more efficient valuation techniques. Recently, a framework based on traditional spatial interpolation techniques has been proposed that can significantly decrease the computational complexity of MC simulation (Gan and Lin, 2015). However, traditional interpolation techniques require the definition of a distance function that can significantly impact their accuracy. Moreover, none of the traditional spatial interpolation techniques provide all of the key properties of accuracy, efficiency, and granularity (Hejazi et al., 2015). In this paper, we present a neural network approach for the spatial interpolation framework that affords an efficient way to find an effective distance function. The proposed approach is accurate, efficient, and provides an accurate granular view of the input portfolio. Our numerical experiments illustrate the superiority of the performance of the proposed neural network approach compared to the traditional spatial interpolation schemes. 相似文献
254.
In this paper, we propose a multi-period portfolio optimization model with stochastic cash flows. Under the mean–variance preference, we derive the pre-commitment and time-consistent investment strategies by applying the embedding scheme and backward induction approach, respectively. We show that the time-consistent strategy is identical to the optimal open-loop strategy. Also, under the exponential utility preference, we develop the optimal strategy for multi-period investment, which is time-consistent. We show that the above two time-consistent strategies are equivalent in some cases. We compare the pre-commitment and time-consistent strategies under different situations with some numerical simulations. The results indicate that the time-consistent strategy is more stable and secure than pre-commitment strategy under the generalized mean–variance criterion. 相似文献
255.
256.
Jan Kallsen 《Mathematical Methods of Operations Research》1999,50(2):321-338
In this paper we introduce the notion of portfolio optimization by maximizing expected local utility. This concept is related to maximization of expected utility of consumption but, contrary to this common approach, the discounted
financial gains are consumed immediately. In a general continuous-time market optimal portfolios are obtained by pointwise
solution of equations involving the semimartingale characteristics of the underlying securities price process. The new concept
is applied to hedging problems in frictionless, incomplete markets. 相似文献
257.
投资机会与VaR约束下的投资组合分析 总被引:15,自引:1,他引:15
在证券收益率服从正态分布的前提下 ,建立了投资机会与 Va R双重约束下的投资组合模型 ,讨论了最优解的存在唯一性 ,并得到了最优解的解析表达式 . 相似文献
258.
基于模糊数分析的时机捕捉型的证券投资模型 总被引:5,自引:0,他引:5
以时机捕捉型的投资者的投资理念和操作经验为背景,本文模拟他们的证券分析和决策过程。我们视证券价格的波动为动态的模糊系统,利用模糊数的概念来定义股价波动的预测集。通过模糊数分析,我们详尽地讨论了证券价格的变化规律和显著投资时机等概念。我们获得了模糊集理论下的证券价格的期望值、投资收益率期望值、预期风险系数、风险率和损益比等数据。利用这些结果,我们得到了三个时机捕捉型的证券投资模型,为证券投资者的决策问题提供了一种新的方法。这些模型的建立依赖于投资者的知识和经验,它们的求解过程简单易行。 相似文献
259.
单纯侧重项目自身属性而不考虑项目关联性以及由项目衍生而来的技术、经验/信息扩散对项目组合决策时的影响,易导致决策偏差,低估具有潜在技术先导性项目的价值。对此,引用复杂网络理论,以项目关联性的视角,将项目间支配和扩散关系分别抽象为有向加权网络,运用K-shell分解方法构建项目组合网络中基于支配关系的项目影响力模型以及技术、经验/信息在项目间扩散传播的模型。然后,基于PageRank算法,综合考虑项目间支配与扩散关系,建立了项目优先级排序决策模型。最后,通过算例分析说明了该模型与算法的可行性与有效性,为企业项目组合决策提供了有益的参考。 相似文献
260.
The ownership of life insurance may be modeled as a portfolio problem in which the return on the life insurance contract is negatively correlated with the return on a claim to future wage income. The mean-variance model developed in the paper uses such a framework to express the optimal amount of insurance in terms of two components: the expected value of the wage claim and the risk/return characteristics of the insurance contract. The model thus offers an appealing way to formulate the life insurance problem in a portfolio context. Implications of the model for the functioning of a life insurance market are examined and the existence of accidental death contracts is explained. 相似文献