Optimized loan's portfolio model of multi-objectives based on the VaR restraint

被引：0
|
作者：
Hong, Zhong-Chen [1 ]
Chi, Guo-Tai [1 ]
Wang, Ji-Ke [2 ]
机构：
[1] School of Management, Dalian University of Technology, Dalian 116024, China
[2] Dept. of Mathematic, Dalian University of Technology, Dalian 116024, China
来源：
Harbin Gongye Daxue Xuebao/Journal of Harbin Institute of Technology | 2008年 / 40卷 / 10期
关键词：
Lagrange multipliers;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
引用
收藏
页码：1661 / 1665
相关论文
共 50 条
  • [21] An LMI-Based Fuzzy State Feedback Control with Multi-Objectives
    Sung Kyung Hong
    Yoonsu Nam
    KSME International Journal, 2003, 17 : 105 - 113
  • [22] Application of multi-levels and multi-objectives fuzzy optimization model of bridge type selection
    Zhang, Zhe
    Wang, Hui-Li
    Shi, Lei
    Huang, Cai-Liang
    Harbin Gongye Daxue Xuebao/Journal of Harbin Institute of Technology, 2006, 38 (09): : 1567 - 1571
  • [23] Optimization of Loan Investment Portfolio Utility-Maximization Based on the Yield of VAR
    Yin Xiaoting
    Fu Ying
    Liu Yanping
    PROCEEDINGS OF THE 2ND (2010) INTERNATIONAL CONFERENCE ON FINANCIAL RISK AND CORPORATE FINANCE MANAGEMENT, 2010, : 230 - 233
  • [24] Multi-objectives optimization of parameter design for LLC converter based on data-driven surrogate model
    Zhou, Buxiang
    Zhang, Miao
    Luo, Huan
    Qiu, Yiwei
    Chen, Shi
    Zang, Tianlei
    Zhou, Yi
    Zhou, Xiang
    IET POWER ELECTRONICS, 2024, 17 (10) : 1200 - 1215
  • [25] An Application of Water Resources Optimal Allocation Model for Multi-Objectives in an Arid Region
    Su, Fei
    Dong, Zeng chuan
    Chaolun, Bagen
    PROCEEDINGS OF FIRST INTERNATIONAL CONFERENCE OF MODELLING AND SIMULATION, VOL I: MODELLING AND SIMULATION IN SCIENCE AND TECHNOLOGY, 2008, : 394 - 398
  • [26] Stabilizer fin optimization design of SWATH based on multi-objectives genetic algorithm
    Liu, Qiang
    Liang, Li-Hua
    Ji, Ming
    Li, Guo-Bin
    Chuan Bo Li Xue/Journal of Ship Mechanics, 2008, 12 (02): : 197 - 203
  • [27] Multi-objectives Optimization-based Method for Complex Trajectory Planning of Manipulators
    Wang W.
    Xu Z.
    Nongye Jixie Xuebao/Transactions of the Chinese Society for Agricultural Machinery, 2023, 54 (11): : 431 - 439
  • [28] Optimization Model of Loan Portfolio based on Mean Chance
    Pan, Dongjing
    PROGRESS IN MEASUREMENT AND TESTING, PTS 1 AND 2, 2010, 108-111 : 488 - 493
  • [29] Multi-objectives allocation model of water resources and its application in the Shiyang River basin
    Su, Xiaoling
    Kang, Shaozhong
    Nongye Gongcheng Xuebao/Transactions of the Chinese Society of Agricultural Engineering, 2009, 25 (11): : 128 - 132
  • [30] Sensitivity analysis and automatic calibration of a rainfall-runoff model using multi-objectives
    Liu, Yang
    Sun, Fan
    ECOLOGICAL INFORMATICS, 2010, 5 (04) : 304 - 310
12345