The main effect factor of Beijing urban public transportation ticket price system foundation is analyzed by applying system analysis method. Feasible scheme of public transportation ticket price syscem is proposed. 3 ...The main effect factor of Beijing urban public transportation ticket price system foundation is analyzed by applying system analysis method. Feasible scheme of public transportation ticket price syscem is proposed. 3 implemented scheme of public transportation ticket price system is valued by applying fuzzy method.展开更多
The VaR, a new appearing financial risk-manage tool, have been applied widely. Many financial setups have accustomed to measure the risk of a portfolio with the VaR. So it is very necessary to discuss the portfolio ch...The VaR, a new appearing financial risk-manage tool, have been applied widely. Many financial setups have accustomed to measure the risk of a portfolio with the VaR. So it is very necessary to discuss the portfolio choice problem under the VaR constraint. In this paper, by setting and solving the portfolio choice model under the VaR constraint, we illustrate that the use of the VaR constraint reduces the array of choice to a more manageable range. The probability of traget VaR, therefore, can be thought of as a risk tolerance assessment tool (when coupled with another measure of risk).展开更多
文摘The main effect factor of Beijing urban public transportation ticket price system foundation is analyzed by applying system analysis method. Feasible scheme of public transportation ticket price syscem is proposed. 3 implemented scheme of public transportation ticket price system is valued by applying fuzzy method.
文摘The VaR, a new appearing financial risk-manage tool, have been applied widely. Many financial setups have accustomed to measure the risk of a portfolio with the VaR. So it is very necessary to discuss the portfolio choice problem under the VaR constraint. In this paper, by setting and solving the portfolio choice model under the VaR constraint, we illustrate that the use of the VaR constraint reduces the array of choice to a more manageable range. The probability of traget VaR, therefore, can be thought of as a risk tolerance assessment tool (when coupled with another measure of risk).
