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PORTFOLIOS: 作品数：32被引量：45H指数：4; 导出分析报告; 相关领域：经济管理更多>>; 相关作者：杨伟杰更多>>; 相关机构：广东外语艺术职业学院江苏师范大学北京大学更多>>; 相关期刊：《Acta Mathematica Scientia》《Probability, Uncertainty and Quantitative Risk》《China & World Economy》《Applied Mathematics》更多>>; 相关基金：国家自然科学基金广东省职业技术教育综合改革推进计划项目国家社会科学基金更多>>

Quantitative nectar spur length governs nonrandom mating in a beepollinated Aquilegia species: 《Plant Diversity》2025年第2期323-336,共14页Mingliu Yang Zhi-Qiang Zhang; financially supported by the National Natural Science Foundation of China(32271693);the Cultivating Plan Program for the Leader in Science and Technology of Yunnan Province(202405AC350111)to ZQZ.; Mating patterns in angiosperms are typically nonrandom,yet the mechanisms driving nonrandom mating remain unclear,especially regarding the effects of quantitative floral traits on plant mating success across male and ...; 关键词：AQUILEGIA Assortative mating Frequency-dependent mating Mating portfolios Nectar spur Paternity analysis

Forecasting returns with machine learningand optimizing global portfolios:evidencefrom the Korean and U.S.stock markets: 《Financial Innovation》2024年第1期64-93,共30页Dohyun Chun Jongho Kang Jihun Kim; supported by the Ministry of Education of the Republic of Korea and the National Research Foundation of Korea(NRF-2022S1A5A8055710).; This study employs a variety of machine learning models and a wide range of economic and financial variables to enhance the forecasting accuracy of the Korean won–U.S.dollar(KRW/USD)exchange rate and the U.S.and Kore...; 关键词：International asset allocation Foreign exchange rate Stock marketprediction Portfolio diversifcation Machine learning

How likely is it to beat the target at different investment horizons: an approach using compositional data in strategic portfolios: 《Financial Innovation》2024年第1期886-902,共17页Fernando Vega-Gámez Pablo J.Alonso-González; Financial support was received from Grant TED2021-129316B-I00 funded by MCIN/AEI/10.13039/501100011033 as appropriate,by the“European Union NextGenerationEU/PRTR”;Grant PID2021-123592OB-I00 funded by MCIN/AEI/10.13059/501100011033 and,as appropriate,by“ERDF A way of making Europe”.; Strategic portfolios are asset combinations designed to achieve investor objectives.A unique feature of these investments is that portfolios must be rebalanced periodically to maintain the initially established struct...; 关键词：Compositional data Investment horizons Logit models PROBABILITY Strategicportfolios

Stochastic PDEs for large portfolios with general mean-reverting volatility processes: 《Probability, Uncertainty and Quantitative Risk》2024年第3期263-300,共38页Ben Hambly Nikolaos Kolliopoulos; supported financially by the United Kingdom Engineering and Physical Sciences Research Council (Grant No.EP/L015811/1);by the Foundation for Education and European Culture (founded by Nicos&Lydia Tricha).; We consider a structural stochastic volatility model for the loss from a large portfolio of credit risky assets.Both the asset value and the volatility processes are correlated through systemic Brownian motions,with d...; 关键词：Stochastic PDEs Large portfolios General mean-reverting volatility processes Stochastic volatility model Credit risk

Long-term sustainability and resilience enhancement of building portfolios被引量：4: 《Resilient Cities and Structures》2023年第2期13-23,共11页Ghazanfar Ali Anwar You Dong Mustesin Ali Khan; This research received no specific grant from any funding agency in the public, commercial, or not-for-profit sectors.; The role of community building portfolios in socioeconomic development and the growth of the built environ-ment cannot be overstated.Damage to these structures can have far-reaching consequences on socioeconomic and e...; 关键词：Multi-objective LONG-TERM Seismic hazards SUSTAINABILITY RESILIENCE SOCIOECONOMIC Environmental Buildings Optimization DECISION-MAKING

‘Smart’copycat mutual funds:on the performance of partial imitation strategies: 《Financial Innovation》2022年第1期2508-2538,共31页Roberto Stein; Using a novel measure of stock-level trade imitation,we uncover‘smart’copycats:fund managers that use their own information when beneficial,and otherwise imitate other managers’better trades.Contrary to previous re...; 关键词：Copycat portfolios Mutual funds Portfolio holdings Fund performance Fund manager skill

The Scientometric Measurement of Interdisciplinarity and Diversity in the Research Portfolios of Chinese Universities被引量：7: 《Journal of Data and Information Science》2021年第4期13-35,共23页Lin Zhang Loet Leydesdorff; support from the National Natural Science Foundation of China(Grant No.71573085,71974150).; Purpose:Interdisciplinarity is a hot topic in science and technology policy.However,the concept of interdisciplinarity is both abstract and complex,and therefore difficult to measure using a single indicator.A variety...; 关键词：DIVERSITY Balance DISPARITY Variety Measurement Interdisciplinarity COMPREHENSIVENESS PORTFOLIO

Weapons equipment portfolios selection based on equipment system contribution rates被引量：6: 《Journal of Systems Engineering and Electronics》2021年第3期584-595,共12页LIU Peng LI Jichao XIA Boyuan ZHAO Danling TAN Yuejin; supported by the National Natural Science Foundation of China(71690233);the Scientific Research Foundation of National University of Defense Technology(ZK19-16);the PLA military graduate student funding project.; Equipment selection is an essential work in the research and development planning of equipment.The scientific and rational development of weapons equipment portfolios is of considerable significance to the optimizatio...; 关键词：weapons equipment system systems contribution rate equipment portfolio selection combat capability combat network

Option-like properties in the distribution of hedge fund returns: 《Frontiers of Engineering Management》2020年第2期275-286,共12页Katharina DENK Ben DJERROUD Luis SECO Mohammad SHAKOURIFAR Rudi ZAGST; Hedge funds have recently become popular because of their low correlation with traditional investments and their ability to generate positive returns with a relatively low volatility.However,a close look at those high...; 关键词：hedge funds hedge fund index segmented linear regression models regime-switching models mimicking portfolios single factor-based hedge fund replication equity long–short strategy

Climate Transition Risk and Development Finance： A Carbon Risk Assessment of China＇s Overseas Energy Portfolios被引量：5: 《China & World Economy》2018年第6期116-142,共27页Irene Monasterolo Jiani I. Zheng Stefano Battiston; The role of development finance institutions in low-income and emerging countries is fundamental to provide long-term capital for investments in climate mitigation and adaptation. Nevertheless, development finance ins...; 关键词：climate-finance climate policy scenarios climate stress-test climate transition risk climate VaR energy infrastructure loans.

PORTFOLIOS