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23篇 您的检索式:作者名="Consigli G"
    题名 作者 年代 出处 被引量
1Tail Estimation and Mean - VaR Portfolio Se- lection in Markets Subject to Financial Instability 显示文摘Consigli G 2002Journal of Banking &Finance2002,,26:1
2Dynamic Stochastic Programming for Asset-Liability Management显示文摘 Dempster M A H 1998Annals of Operations Research1998,81,:1
3Tail estimation and mean-VaR portfolio selection in markets subject to financial instability显示文摘Consigli G 2002Journal of Banking &Finance2002,26,:1
4Dynamic stochastic programmingfor asset - liability management 显示文摘Consigli G Dempster M A H 1998Annals of Operations Research1998,81,:1
5Dynamic Stochastic Programming for Asset-Liability Management显示文摘CONSIGLI G DEMPSTER M A H 1998Annals of Operations Research1998,81,:1
6Scenarios for multistage stochastic programs显示文摘Dupač ová J Consigli G Wallace S W 2000Annals of Operations Research2000,100,14:1
7Tail estimation and mean-VaR portfolio selection in markets subject to financial instability显示文摘Consigli G 2002Journal of Banking & Finance2002,26,:1
8Scenarios for multistage stochastic programs 显示文摘Dupacov a J Consigli G Wallace S W 2000Annals of Operations Research2000,29,100:1
9Dynamic stochastic programming for asset liability management显示文摘Consigli G Dempster M A H 1997Annals of Operation Research1997,70,:1
10Tail estimation and mean-VaR portfolio selection in markets subject to financial instability显示文摘Consigli G 2002Journal of Banking & Finance2002,26,:1
11Dynamic stochastic programming for asset liability management显示文摘Consigli G Dempster M A H 1997Annals of Operations Research1997,70,:1
12Scenarios for multistage stochastic programs显示文摘Dupacova J Consigli G Wallace S W 2000Annals of Operations Research2000,100,14:1
13Path-dependent scenario trees for multistage stochastic programmes in finance显示文摘Consigli G laquinta G Moriggia V 2012Quantitative Finance2012,12,12:1
14Tail estimation and mean-VaR portfolio selection in markets subject to financial instability 显示文摘Consigli G 2002Journal of Banking and Finance2002,26,:1
15Tail estimation and mean-VaR portfolio selection in markets subject to financial instability 显示文摘Consigli G 2002Journal of Banking & Finance2002,26,:1
16Tail estimation and mean-VaR portfolio selection in markets subject to financial instability 显示文摘Consigli G 2002Journal of Banking & Finance2002,,26:1
17Scenarios for multistage stochastic programs显示文摘Dupaov J Consigli G Wallace S W 2000Annals of Operations Research2000,100,14:1
18Tail estimation and mean-VaR portfolio selection in markets subject to financial instability显示文摘 2002Journal of Banking & Finance2002,26,:1
19Tail estimation and Mean-VaR portfolioselection in markets subject to financial instability 显示文摘CONSIGLI G 2002Journal ofBanking &Finance2002,26,7:1
20Scenarios for multistage stochasticprograms显示文摘Dupacova J Consigli G Wallace S W 2000Annals of Operations Research2000,,100:1
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