Advanced Modeling and Optimization
An Electronic International Journal
----- Special Issue on Financial Optimization -----
TABLE OF CONTENTS
Volume 4, Number 1, 2002
- Shou Chen, Xiaotie Deng, Shouyang Wang
Forward. pp.1
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- Shou Chen, Xiaotie Deng, Weiguo Liu, Shouyang Wang
Impact on the efficient frontier of portofolio of varying capital structure. pp.3-12.
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- Dan Lin, Shouyang Wang
A genetic algorithm for portofolio selection problems. pp.13-27.
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- Hai-Long Liu, Chong-Feng Wu, Li-Ming Zhong
Optimal liquidation strategy of open-end funds. pp.29-38.
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- Yi Peng, Yong Shi, Weixuan Xu
Classification for three-group of credit cardholders’ behavior via a multiple criteria approach. pp.39-56.
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- Abdol S. Soofi, Sayeed Payesteh
ARFIMA Modelling and persistence of shocks to the exchange rates:
Does the optimal periodogram ordinate matter ?. pp.57-63.
| Abstract | Text ps |
- Chunfeng Wang, Jianlin Yang
The multi-period portofolio model with skewness for the property-liability insurance company . pp.65-82.
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- Chong-Feng Wu, Xue-Zhi Qin
Fuzzy credible degree pricing
method for contingent claim in finite security market with linear programming. pp.83-91.
| Abstract | Text ps |
- Xiong Xiong, Wei Zhang
Optimal clustering of off-site
commercial banking regulation based on self-organizing feature map. pp.93-100.
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- Feng-Mei Yang
A method for portofolio choice with transaction costs. pp.101-109.
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- Jianhua Zeng, Shouyang Wang, Jinwu Gao
A model for portofolio selection based on investment efficiency. pp.111-121.
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Copyright 2002 The Electronic International Journal Advanced Modeling and Optimization
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