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Portfolio selection and asset pricing

Wang, Shouyang; Xia, Yusen - 2002

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Portfolio selection theory with different interest rates for borrowing and lending

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Portfolio Selection and Asset Pricing

Wang, Shouyang - 2002

This monograph consists of two parts. One part is portfolio selection theory and the other part is capital asset pricing theory. For each part, a comprehensive review of the original theory, efforts to improve the theory afterwards and future works to be done are presented. Some innovative...

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Dynamic portfolio optimization with risk control for absolute deviation model

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Dynamic risk management in petroleum project investment based on a variable precision rough set model

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Genetic algorithm-based multi-criteria project portfolio selection

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Fuzzy portfolio optimization : theory and methods

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Neural network-based mean-variance-skewness model for portfolio selection

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Time-consistent investment strategy under partial information

Li, Yongwu; Qiao, Han; Wang, Shouyang; Zhang, Ling - In: Insurance / Mathematics & economics 65 (2015), pp. 187-197

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Comparing risks with reference points : a stochastic dominance approach

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