English | 繁體

Search in the results

UM

Browse/Search Results:  1-10 of 19 Help

Selected(0)Clear Items/Page:    Sort:
Multi-period portfolio optimization: A parallel NSGA-III algorithm with real-world constraints Journal article
Qian, Yihe, Wang, Jinpeng. Multi-period portfolio optimization: A parallel NSGA-III algorithm with real-world constraints[J]. Finance Research Letters, 2024, 60, 104868.
Authors:  Qian, Yihe;  Wang, Jinpeng
Favorite | TC[WOS]:0 TC[Scopus]:0  IF:7.4/7.6 | Submit date：2024/02/22
Genetic Algorithm  Portfolio Optimization  Risk Management  
Teaching Portfolio Faculty Learning Community (AY2023-2024) (a year-long programme) Presentation
报告日期: 2023-10-01
Authors:  Katrine K. Wong
Favorite |  | Submit date：2024/08/20
Teaching Portfolio  Reflective Teaching  Faculty Learning Community  
A robust Glasso approach to portfolio selection in high dimensions Journal article
Wenliang Ding, Lianjie Shu, Xinhua Gu. A robust Glasso approach to portfolio selection in high dimensions[J]. Journal of Empirical Finance, 2022, 70, 22-37.
Authors:  Wenliang Ding;  Lianjie Shu;  Xinhua Gu
Favorite | TC[WOS]:2 TC[Scopus]:2  IF:2.1/3.0 | Submit date：2023/02/10
Data Contamination  Glasso  Hedge Relation  High Dimension  Portfolio Selection  Robust Estimation  
Teaching Portfolio Faculty Learning Community (AY2022-2023) (a year-long programme) Presentation
报告日期: 2022-10-01
Authors:  Katrine K. Wong
Favorite |  | Submit date：2024/08/20
Teaching Portfolio  Reflective Teaching  Faculty Learning Community  
What constitutes a favorable destination brand portfolio? Through the lens of coherence Journal article
Yang, Fiona X., Li, Xiangping, Choe, Yeongbae. What constitutes a favorable destination brand portfolio? Through the lens of coherence[J]. Tourism Management, 2022, 90, 104480.
Authors:  Yang, Fiona X.;  Li, Xiangping;  Choe, Yeongbae
Favorite | TC[WOS]:12 TC[Scopus]:14  IF:10.9/11.5 | Submit date：2022/05/13
Brand Portfolio Coherence  Destination Branding  Attitude  Loyalty  Self-congruity  
Stochastic Maximum Principle Under Probability Distortion Journal article
Liang, Qizhu, Xiong, Jie. Stochastic Maximum Principle Under Probability Distortion[J]. APPLIED MATHEMATICS AND OPTIMIZATION, 2021, 83(3), 2109 - 2128.
Authors:  Liang, Qizhu;  Xiong, Jie
Favorite | TC[WOS]:2 TC[Scopus]:2  IF:1.6/1.8 | Submit date：2021/12/08
Behavioral Portfolio Optimization  Cumulative Prospective Theory  Stochastic Maximum Principle  Probability Distortion  S-shaped Utility Function  
Optimal Stopping Time of a Portfolio Selection Problem with Multi-assets Journal article
Wu,Xian Ping, Vong,Seakweng, Zhou,Wen Xin. Optimal Stopping Time of a Portfolio Selection Problem with Multi-assets[J]. Journal of the Operations Research Society of China, 2021, 9(1), 163-179.
Authors:  Wu,Xian Ping;  Vong,Seakweng;  Zhou,Wen Xin
Favorite | TC[WOS]:0 TC[Scopus]:0  IF:0.9/1.2 | Submit date：2021/03/09
Optimal Stopping  Portfolio  Value Function  Dynamic Programming  Holding Region  
Teaching Portfolio Faculty Learning Community (AY2020-2021) (a year-long programme) Presentation
报告日期: 2020-10-01
Authors:  Katrine K. Wong
Favorite |  | Submit date：2024/08/20
Teaching Portfolio  Reflective Teaching  Faculty Learning Community  
Teaching Portfolio Faculty Learning Community (AY2019-2020) (a year-long programme) Presentation
报告日期: 2019-10-01
Authors:  Katrine K. Wong
Favorite |  | Submit date：2024/08/20
Teaching Portfolio  Reflective Teaching  Faculty Learning Community  
Assessment in Music Classes in China Book chapter
出自: The Oxford Handbook of Assessment Policy and Practice in Music Education, New York:Oxford University Press, 2019, 页码:339-357
Authors:  Wang, P. C.
Favorite |  | Submit date：2022/08/09
Music Education  Portfolio assessment  general music classroom  music competency