共 50 条
- [21] A New Approach in Multi-Objective Portfolio Optimization using Value-at-Risk based Risk Measure 2010 2ND IEEE INTERNATIONAL CONFERENCE ON INFORMATION AND FINANCIAL ENGINEERING (ICIFE), 2010, : 765 - 769
- [23] A Unified Approach to Risk Measure for Processes PROCEEDINGS OF CHINA-CANADA WORKSHOP ON FINANCIAL ENGINEERING AND ENTERPRISE RISK MANAGEMENT 2011, 2011, : 117 - 120
- [24] Multistage portfolio optimization with var as risk measure INTERNATIONAL JOURNAL OF INNOVATIVE COMPUTING INFORMATION AND CONTROL, 2007, 3 (03): : 709 - 724
- [25] Shortfall as a risk measure: properties, optimization and applications JOURNAL OF ECONOMIC DYNAMICS & CONTROL, 2004, 28 (07): : 1353 - 1381
- [26] Research on Risk Measure with Multiple Risk Preference and Portfolio Optimization 2012 INTERNATIONAL CONFERENCE ON MANAGEMENT SCIENCE & ENGINEERING, 2012, : 338 - 344
- [29] A design optimization formulation for problems with random and fuzzy input variables using performance measure approach COMPUTATIONAL MECHANICS: SOLIDS, STRUCTURES AND COUPLED PROBLEMS, 2006, 6 : 205 - +