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Chi Guotai
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Professor Supervisor of Doctorate Candidates Supervisor of Master's Candidates
Paper Publications
[661]刘艳萍, 王婷婷, 迟国泰.基于风险价值约束的贷款组合效用最大化优化模型[J],系统管理学报,2009,18(2):121-129
[662]迟国泰, 王际科, 齐菲.基于CVaR风险度量和VaR风险控制的贷款组合优化模型[J],预测,2009,28(2):47-52
[663]迟国泰, 董贺超, 刘艳萍.基于信用风险迁移的组合收益与组合风险计量模型[J],科研管理,2009,30(2):139-149
[664]迟国泰, 赵光军, 杨中原.基于CVaR的期货最优套期保值比率模型及应用[J],系统管理学报,2009,18(1):27-33
[665]迟国泰, 郑杏果, 杨中原.基于主成分分析的国有商业银行竞争力评价研究[J],管理学报,2009,6(2):228-233
[666]刘艳萍, 王婷婷, 迟国泰.基于方向久期利率风险免疫的资产负债组合优化模[J],管理评论,2009,21(4):11-25
[667]迟国泰, 赵光军, 李刚.基于逼近理想点和G1法的社会发展评价模型及其实证研究[J],系统工程,2009,27(4):44-51
[668]杨中原, 迟国泰, 赵光军.基于整体风险控制的组合套期保值优化模型[J],系统工程学报,2009,24(5):515-522
[669]余方平, 许文, 迟国泰.基于VaR-WKDE单个期货合约动态基准保证金模型研究[J],哈尔滨工业大学学报,2009,41(2):254-256
[670]迟国泰.The Comprehensive Evaluation Model of Chinese Social Development During 2001 to 2007 and Empirica...[A],2009
total773 67/78
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