首页> 外文期刊>Journal of Forecasting >Yield curve forecast combinations based on bond portfolio performance

【24h】

Yield curve forecast combinations based on bond portfolio performance

机译：基于债券组合性能的产量曲线预测组合

获取原文

获取原文并翻译 | 示例

掌桥外文数据库（机构版） >>

开具论文收录证明 >>

文献代查 >>

页面导航

摘要
著录项
相似文献
相关主题

摘要

Abstract xml:id="for2476-para-0001">We propose an economically motivated forecast combination strategy in which model weights are related to portfolio returns obtained by a given forecast model. An empirical application based on an optimal mean–variance bond portfolio problem is used to highlight the advantages of the proposed approach with respect to combination methods based on statistical measures of forecast accuracy. We compute average net excess returns, standard deviation, and the Sharpe ratio of bond portfolios obtained with nine alternative yield curve specifications, as well as with 12 different forecast combination strategies. Return‐based forecast combination schemes clearly outperformed approaches based on statistical measures of forecast accuracy in terms of economic criteria. Moreover, return‐based approaches that dynamically select only the model with highest weight each period and discard all other models delivered even better results, evidencing not only the advantages of trimming forecast combinations but also the ability of the proposed approach to detect best‐performing models. To analyze the robustness of our results, different levels of risk aversion and a different dataset are considered. </abstract> </span> <span class="z_kbtn z_kbtnclass hoverxs" style="display: none;">展开▼</span> </div> <div class="translation abstracttxt"> <span class="zhankaihshouqi fivelineshidden" id="abstract"> <span>机译：</span><abstract xmlns =“http://www.wiley.com/namespaces/wiley”type =“main”xml：id =“for2476-abs-0001”XML：lang =“en”> <标题类型=“main”>抽象</ title> XML：ID =“for2476-para-0001”>我们提出了一种经济动作的预测组合策略，其中模型权重与由给定的预测模型获得的投资组合返回相关。基于最优平均方差债券组合问题的经验应用程序用于突出基于预测精度统计测量的组合方法的提出方法的优点。我们计算平均净过剩返回，标准偏差，以及用九种替代产量曲线规范获得的债券组合的锐利比，以及12种不同的预测组合策略。基于返回的预测组合计划在经济标准方面，基于预测准确性的统计措施明显优势。此外，基于返回的方法，每个时段的动态选择模型，并丢弃所有其他型号的更好的结果，不仅提出了修剪预测组合的优势，而且还有能力检测最佳性能的方法。要分析结果的稳健性，考虑了不同的风险厌恶程度和不同的数据集。</ p> </摘要> </span> <span class="z_kbtn z_kbtnclass hoverxs" style="display: none;">展开▼</span> </div> </div> <div class="record"> <h2 class="all_title" id="enpatent33" >著录项</h2> <ul> <li> <span class="lefttit">来源</span> <div style="width: 86%;vertical-align: text-top;display: inline-block;"> <a href='/journal-foreign-34460/'>《Journal of Forecasting》</a> <b style="margin: 0 2px;">|</b><span>2018年第1期</span><b style="margin: 0 2px;">|</b><span>共19页</span> </div> </li> <li> <div class="author"> <span class="lefttit">作者</span> <p id="fAuthorthree" class="threelineshidden zhankaihshouqi"> <a href="/search.html?doctypes=4_5_6_1-0_4-0_1_2_3_7_9&sertext=Caldeira Jo?o F.&option=202" target="_blank" rel="nofollow">Caldeira Jo?o F.;</a> <a href="/search.html?doctypes=4_5_6_1-0_4-0_1_2_3_7_9&sertext=Moura Guilherme V.&option=202" target="_blank" rel="nofollow">Moura Guilherme V.;</a> <a href="/search.html?doctypes=4_5_6_1-0_4-0_1_2_3_7_9&sertext=Santos André A. P.&option=202" target="_blank" rel="nofollow">Santos André A. P.;</a> </p> <span class="z_kbtnclass z_kbtnclassall hoverxs" id="zkzz" style="display: none;">展开▼</span> </div> </li> <li> <div style="display: flex;"> <span class="lefttit">作者单位</span> <div style="position: relative;margin-left: 3px;max-width: 639px;"> <div class="threelineshidden zhankaihshouqi" id="fOrgthree"> <p>Department of EconomicsUniversidade Federal do Rio Grande do SulPorto Alegre RS Brazil;</p> <p>Department of EconomicsUniversidade Federal de Santa CatarinaFlorianópolis SC Brazil;</p> <p>Department of EconomicsUniversidade Federal de Santa CatarinaFlorianópolis SC Brazil;</p> </div> <span class="z_kbtnclass z_kbtnclassall hoverxs" id="zhdw" style="display: none;">展开▼</span> </div> </div> </li> <li > <span class="lefttit">收录信息</span> <span style="width: 86%;vertical-align: text-top;display: inline-block;"></span> </li> <li> <span class="lefttit">原文格式</span> <span>PDF</span> </li> <li> <span class="lefttit">正文语种</span> <span>eng</span> </li> <li> <span class="lefttit">中图分类</span> <span><a href="https://www.zhangqiaokeyan.com/clc/3359.html" title="未来学">未来学;</a></span> </li> <li class="antistop"> <span class="lefttit">关键词</span> <p style="width: 86%;vertical-align: text-top;"> <a style="color: #3E7FEB;" href="/search.html?doctypes=4_5_6_1-0_4-0_1_2_3_7_9&sertext=bond returns&option=203" rel="nofollow">bond returns;</a> <a style="color: #3E7FEB;" href="/search.html?doctypes=4_5_6_1-0_4-0_1_2_3_7_9&sertext=forecast combinations&option=203" rel="nofollow">forecast combinations;</a> <a style="color: #3E7FEB;" href="/search.html?doctypes=4_5_6_1-0_4-0_1_2_3_7_9&sertext=portfolio optimization&option=203" rel="nofollow">portfolio optimization;</a> <a style="color: #3E7FEB;" href="/search.html?doctypes=4_5_6_1-0_4-0_1_2_3_7_9&sertext=yield curve&option=203" rel="nofollow">yield curve;</a> </p> <div class="translation"> 机译：债券返回;预测组合;投资组合优化;产量曲线; </div> </li> </ul> </div> </div> <div class="literature cardcommon"> <div class="similarity "> <h3 class="all_title" id="enpatent66">相似文献</h3> <div class="similaritytab clearfix"> <ul> <li class="active" >外文文献</li> <li >中文文献</li> <li >专利</li> </ul> </div> <div class="similarity_details"> <ul > <li> <div> <b>1. </b><a class="enjiyixqcontent" href="/journal-foreign-detail/0704025548478.html">Yield curve forecast combinations based on bond portfolio performance</a> <b>[J]</b> . <span> <a href="/search.html?doctypes=4_5_6_1-0_4-0_1_2_3_7_9&sertext=Caldeira Jo?o F.&option=202" target="_blank" rel="nofollow" class="tuijian_auth tuijian_authcolor">Caldeira Jo?o F.,</a> <a href="/search.html?doctypes=4_5_6_1-0_4-0_1_2_3_7_9&sertext=Moura Guilherme V.&option=202" target="_blank" rel="nofollow" class="tuijian_auth tuijian_authcolor">Moura Guilherme V.,</a> <a href="/search.html?doctypes=4_5_6_1-0_4-0_1_2_3_7_9&sertext=Santos André A. P.&option=202" target="_blank" rel="nofollow" class="tuijian_auth tuijian_authcolor">Santos André A. P. </a> <a href="/journal-foreign-34460/" target="_blank" rel="nofollow" class="tuijian_authcolor">Journal of Forecasting .</a> <span>2018</span><span>,第1期</span> </span> </div> <p class="zwjiyix translation" style="max-width: initial;height: auto;word-break: break-all;white-space: initial;text-overflow: initial;overflow: initial;"> <span>机译：基于债券组合性能的产量曲线预测组合</span> </p> </li> <li> <div> <b>2. </b><a class="enjiyixqcontent" href="/academic-journal-foreign_detail_thesis/0204117808040.html">Enhancement of the bond portfolio Immunization under a parallel shift of the yield curve</a> <b>[J]</b> . <span> <a href="/search.html?doctypes=4_5_6_1-0_4-0_1_2_3_7_9&sertext=&option=202" target="_blank" rel="nofollow" class="tuijian_auth tuijian_authcolor"> </a> <a href="/journal-foreign-34451/" target="_blank" rel="nofollow" class="tuijian_authcolor">Journal of Finance and Investment Analysis .</a> <span>2011</span><span>,第2期</span> </span> </div> <p class="zwjiyix translation" style="max-width: initial;height: auto;word-break: break-all;white-space: initial;text-overflow: initial;overflow: initial;"> <span>机译：债券收益率曲线平行移动下债券投资的增强</span> </p> </li> <li> <div> <b>3. </b><a class="enjiyixqcontent" href="/journal-foreign-detail/070401716895.html">Predicting the yield curve using forecast combinations</a> <b>[J]</b> . <span> <a href="/search.html?doctypes=4_5_6_1-0_4-0_1_2_3_7_9&sertext=Caldeira Joao F.&option=202" target="_blank" rel="nofollow" class="tuijian_auth tuijian_authcolor">Caldeira Joao F.,</a> <a href="/search.html?doctypes=4_5_6_1-0_4-0_1_2_3_7_9&sertext=Moura Guilherme V.&option=202" target="_blank" rel="nofollow" class="tuijian_auth tuijian_authcolor">Moura Guilherme V.,</a> <a href="/search.html?doctypes=4_5_6_1-0_4-0_1_2_3_7_9&sertext=Santos Andre A. P.&option=202" target="_blank" rel="nofollow" class="tuijian_auth tuijian_authcolor">Santos Andre A. P. </a> <a href="/journal-foreign-16855/" target="_blank" rel="nofollow" class="tuijian_authcolor">Computational statistics & data analysis .</a> <span>2016</span><span>,第Null期</span> </span> </div> <p class="zwjiyix translation" style="max-width: initial;height: auto;word-break: break-all;white-space: initial;text-overflow: initial;overflow: initial;"> <span>机译：使用预测组合预测收益率曲线</span> </p> </li> <li> <div> <b>4. </b><a class="enjiyixqcontent" href="/academic-conference-foreign_meeting-219151_thesis/020515103384.html">An Empirical Study on the Variation of the Treasury Bond Yield Curve based on the Principal Component Analysis in China</a> <b>[C]</b> . <span> <a href="/search.html?doctypes=4_5_6_1-0_4-0_1_2_3_7_9&sertext=Xin Xu&option=202" target="_blank" rel="nofollow" class="tuijian_auth tuijian_authcolor">Xin Xu,</a> <a href="/search.html?doctypes=4_5_6_1-0_4-0_1_2_3_7_9&sertext=Wenhui Fan&option=202" target="_blank" rel="nofollow" class="tuijian_auth tuijian_authcolor">Wenhui Fan,</a> <a href="/search.html?doctypes=4_5_6_1-0_4-0_1_2_3_7_9&sertext=Wei Wang&option=202" target="_blank" rel="nofollow" class="tuijian_auth tuijian_authcolor">Wei Wang,</a> <a href="/conference-foreign-219151/" target="_blank" rel="nofollow" class="tuijian_authcolor">2007 international conference on wireless communications, networking and mobile computing .</a> <span>2007</span> </span> </div> <p class="zwjiyix translation" style="max-width: initial;height: auto;word-break: break-all;white-space: initial;text-overflow: initial;overflow: initial;"> <span>机译：基于主成分分析的中国国债收益率曲线变化的实证研究</span> </p> </li> <li> <div> <b>5. </b><a class="enjiyixqcontent" href="/academic-degree-foreign_mphd_thesis/02061261793.html">Essays on the government bond yield curve: Stripping, factor decompositions, business cycles and forecasting.</a> <b>[D] </b> . <span> <a href="/search.html?doctypes=4_5_6_1-0_4-0_1_2_3_7_9&sertext=Abusaaq, Hussain.&option=202" target="_blank" rel="nofollow" class="tuijian_auth tuijian_authcolor">Abusaaq, Hussain. </a> <span>2012</span> </span> </div> <p class="zwjiyix translation" style="max-width: initial;height: auto;word-break: break-all;white-space: initial;text-overflow: initial;overflow: initial;"> <span>机译：关于政府债券收益率曲线的文章：剥离，因素分解，商业周期和预测。</span> </p> </li> <li> <div> <b>6. </b><a class="enjiyixqcontent" href="/academic-journal-foreign-pmc_canadian-journal-plastic-surgery_thesis/040006155346.html">Bond Basics and the Yield Curve</a> <b>[O] </b> . <span> <a href="/search.html?doctypes=4_5_6_1-0_4-0_1_2_3_7_9&sertext=Douglas R. McKay&option=202" target="_blank" rel="nofollow" class="tuijian_auth tuijian_authcolor">Douglas R. McKay,</a> <a href="/search.html?doctypes=4_5_6_1-0_4-0_1_2_3_7_9&sertext=Daniel A. Peters&option=202" target="_blank" rel="nofollow" class="tuijian_auth tuijian_authcolor">Daniel A. Peters </a> <span>2019</span> </span> </div> <p class="zwjiyix translation" style="max-width: initial;height: auto;word-break: break-all;white-space: initial;text-overflow: initial;overflow: initial;"> <span>机译：债券基础知识和收益率曲线</span> </p> </li> <li> <div> <b>7. </b><a class="enjiyixqcontent" href="/open-access_resources_thesis/0100075326989.html">Forecasting the Yield Curve of Government Bonds: A Comparative Study</a> <b>[O] </b> . <span> <a href="/search.html?doctypes=4_5_6_1-0_4-0_1_2_3_7_9&sertext=He Chao&option=202" target="_blank" rel="nofollow" class="tuijian_auth tuijian_authcolor">He Chao </a> <span>2013</span> </span> </div> <p class="zwjiyix translation" style="max-width: initial;height: auto;word-break: break-all;white-space: initial;text-overflow: initial;overflow: initial;"> <span>机译：政府债券收益率曲线的预测：比较研究</span> </p> </li> </ul> <ul style="display: none;"> <li> <div> <b>1. </b><a class="enjiyixqcontent" href="/academic-journal-cn_tropical-crop-research_thesis/0201295810346.html">GM(1,1)模型与趋势曲线的组合预测方法在橡胶产量预测中的应用</a> <b>[J]</b> <span> <a href="/search.html?doctypes=4_5_6_1-0_4-0_1_2_3_7_9&sertext=李均立&option=202" target="_blank" rel="nofollow" class="tuijian_auth tuijian_authcolor"> . 李均立</a> <a href="/search.html?doctypes=4_5_6_1-0_4-0_1_2_3_7_9&sertext=陈洪斌&option=202" target="_blank" rel="nofollow" class="tuijian_auth tuijian_authcolor">,陈洪斌</a> <span> <a href="/journal-cn-50673/" target="_blank" rel="nofollow" class="tuijian_authcolor"> . 热带作物研究 </a> </span> <span> . 1997</span><span>,第2期</span> </span> </div> </li> <li> <div> <b>2. </b><a class="enjiyixqcontent" href="/academic-journal-cn_tax-paying_thesis/0201276390815.html">黔西南州旅游总收入趋势预测——基于曲线指数外推法和二次曲线指数平滑法的组合模型预测</a> <b>[J]</b> <span> <a href="/search.html?doctypes=4_5_6_1-0_4-0_1_2_3_7_9&sertext=张钊&option=202" target="_blank" rel="nofollow" class="tuijian_auth tuijian_authcolor"> . 张钊</a> <span> <a href="/journal-cn-25757/" target="_blank" rel="nofollow" class="tuijian_authcolor"> . 纳税 </a> </span> <span> . 2018</span><span>,第023期</span> </span> </div> </li> <li> <div> <b>3. </b><a class="enjiyixqcontent" href="/academic-journal-cn_journal-harbin-university-commerce-natural-sciences-edition_thesis/0201249679708.html">基于灰色组合预测的国内债券余额预测</a> <b>[J]</b> <span> <a href="/search.html?doctypes=4_5_6_1-0_4-0_1_2_3_7_9&sertext=孙李红&option=202" target="_blank" rel="nofollow" class="tuijian_auth tuijian_authcolor"> . 孙李红</a> <span> <a href="/journal-cn-4633/" target="_blank" rel="nofollow" class="tuijian_authcolor"> . 哈尔滨商业大学学报（自然科学版） </a> </span> <span> . 2012</span><span>,第002期</span> </span> </div> </li> <li> <div> <b>4. </b><a class="enjiyixqcontent" href="/academic-journal-cn_west-china-exploration-engineering_thesis/0201216294071.html">基于双曲线法和指数曲线法的一种组合沉降预测方法</a> <b>[J]</b> <span> <a href="/search.html?doctypes=4_5_6_1-0_4-0_1_2_3_7_9&sertext=李德洲&option=202" target="_blank" rel="nofollow" class="tuijian_auth tuijian_authcolor"> . 李德洲</a> <span> <a href="/journal-cn-7815/" target="_blank" rel="nofollow" class="tuijian_authcolor"> . 西部探矿工程 </a> </span> <span> . 2015</span><span>,第005期</span> </span> </div> </li> <li> <div> <b>5. </b><a class="enjiyixqcontent" href="/academic-journal-cn_detail_thesis/0201294724331.html">基于Logistic曲线和Gompertz曲线的最优组合沉降预测模型及其应用</a> <b>[J]</b> <span> <a href="/search.html?doctypes=4_5_6_1-0_4-0_1_2_3_7_9&sertext=赵明华&option=202" target="_blank" rel="nofollow" class="tuijian_auth tuijian_authcolor"> . 赵明华</a> <a href="/search.html?doctypes=4_5_6_1-0_4-0_1_2_3_7_9&sertext=龙照&option=202" target="_blank" rel="nofollow" class="tuijian_auth tuijian_authcolor">,龙照</a> <a href="/search.html?doctypes=4_5_6_1-0_4-0_1_2_3_7_9&sertext=邹新军&option=202" target="_blank" rel="nofollow" class="tuijian_auth tuijian_authcolor">,邹新军</a> <span> <a href="/journal-cn-57037/" target="_blank" rel="nofollow" class="tuijian_authcolor"> . 公路交通科技 </a> </span> <span> . 2007</span><span>,第12期</span> </span> </div> </li> <li> <div> <b>6. </b><a class="enjiyixqcontent" href="/academic-conference-cn_meeting-39000_thesis/020222439860.html">波形钢腹板组合曲线箱梁顶板横向受力性能研究</a> <b>[C]</b> <span> <a href="/search.html?doctypes=4_5_6_1-0_4-0_1_2_3_7_9&sertext=王康建&option=202" target="_blank" rel="nofollow" class="tuijian_auth tuijian_authcolor"> . 王康建</a> <a href="/search.html?doctypes=4_5_6_1-0_4-0_1_2_3_7_9&sertext=张培伟&option=202" target="_blank" rel="nofollow" class="tuijian_auth tuijian_authcolor">,张培伟</a> <a href="/search.html?doctypes=4_5_6_1-0_4-0_1_2_3_7_9&sertext=陈锦祥&option=202" target="_blank" rel="nofollow" class="tuijian_auth tuijian_authcolor">,陈锦祥</a> <span> <a href="/conference-cn-39000/" target="_blank" rel="nofollow" class="tuijian_authcolor"> . 2018（第七届）国际桥梁与隧道技术大会 </a> <span> <span> . 2018</span> </span> </div> </li> <li> <div> <b>7. </b><a class="enjiyixqcontent" href="/academic-degree-domestic_mphd_thesis/020314235671.html">基于市场预测情况下银行债券投资组合策略选择的实证性研究</a> <b>[A] </b> <span> <a href="/search.html?doctypes=4_5_6_1-0_4-0_1_2_3_7_9&sertext=梅映昱&option=202" target="_blank" rel="nofollow" class="tuijian_auth tuijian_authcolor"> . 梅映昱</a> <span> . 2014</span> </span> </div> </li> </ul> <ul style="display: none;"> <li> <div> <b>1. </b><a class="enjiyixqcontent" href="/patent-detail/06120100452796.html">一种基于ARIMA-LSSVM组合模型预测粮食产量的方法</a> <b>[P]</b> . <span> 中国专利： CN109146111A </span> <span> . 2019-01-04</span> </div> </li> <li> <div> <b>2. </b><a class="enjiyixqcontent" href="/patent-detail/06120112879869.html">一种基于分位数回归的负荷曲线组合预测方法及装置</a> <b>[P]</b> . <span> 中国专利： CN112926801A </span> <span> . 2021-06-08</span> </div> </li> <li> <div> <b>3. </b><a class="enjiyixqcontent" href="/patent-detail/06130428613810.html">Bond portfolio control device, bond portfolio control program, and bond portfolio control method</a> <b>[P]</b> . <span> 外国专利：  JP4400837B1 </span> <span> . 2010-01-20</span> </div> <p class="zwjiyix translation" style="max-width: initial;height: auto;word-break: break-all;white-space: initial;text-overflow: initial;overflow: initial;"> <span>机译：债券投资组合控制装置，债券投资组合控制程序和债券投资组合控制方法 </span> </p> </li> <li> <div> <b>4. </b><a class="enjiyixqcontent" href="/patent-detail/06130422975755.html">A module-based approach to improving plant performance, the performance of the polypeptide WX-1, including the construction of this nucleic acid, generates a genetically modified plant with increased yields.</a> <b>[P]</b> . <span> 外国专利：  CL2011001840A1 </span> <span> . 2012-02-10</span> </div> <p class="zwjiyix translation" style="max-width: initial;height: auto;word-break: break-all;white-space: initial;text-overflow: initial;overflow: initial;"> <span>机译：多肽WX-1的性能（包括该核酸的构建）是一种基于模块的方法来提高植物的性能，可产生具有提高产量的基因修饰植物。 </span> </p> </li> <li> <div> <b>5. </b><a class="enjiyixqcontent" href="/patent-detail/06130424810953.html">METHOD OF GENERATING PADDY RICE CROP YIELD FORECASTING MODEL, AND METHOD OF FORECASTING CROP YIELD OF PADDY RICE</a> <b>[P]</b> . <span> 外国专利：  WO2011102520A1 </span> <span> . 2011-08-25</span> </div> <p class="zwjiyix translation" style="max-width: initial;height: auto;word-break: break-all;white-space: initial;text-overflow: initial;overflow: initial;"> <span>机译：稻谷产量预测模型的生成方法及稻谷产量预测方法 </span> </p> </li> </ul> </div> </div> </div> <div class="theme cardcommon" style="overflow: auto;display:none"> <h3 class="all_title" id="enpatent55">相关主题</h3> <ul id="subject"> </ul> </div> </div> </div> </div> <div class="right rightcon"> <div class="details_img cardcommon clearfix" style="margin-bottom: 10px;display:none;" > </div> </div> </div> <div id="thesis_get_original1" class="downloadBth" style="bottom: 19px;z-index: 999;" onclick="ywcd('0704025548478','4',7,2,1,'',this,24)" class="delivery" prompt="010401" title="通过人工服务将文献原文发送至邮箱" >获取原文</div> <div class="journalsub-pop-up" style="display: none"> <div class="journal-sub"> <h2>期刊订阅</h2> <img src="https://cdn.zhangqiaokeyan.com/img/loginclose.png" alt="" onclick="$('.journalsub-pop-up').hide()"> <p class="pardon">抱歉，该期刊暂不可订阅，敬请期待！</p> <p class="current">目前支持订阅全部北京大学中文核心（2020）期刊目录。</p> <div style="display: flex;margin-top: 69px;justify-content: space-between;"> <div class="no-sub" onclick="$('.journalsub-pop-up').hide()">暂不订阅</div> <div class="other-sub" onclick="continueSub('from=pc-detail')">继续订阅其他期刊</div> </div> </div> </div> <div class="right_btn"> <ul> <li class="gouwuche">  </li> <li class="yijian"> <a href="javascript:void(0);" onclick="link_analysis('/mycenter/auth/complaint.html',this)">意见反馈</a> </li> <li class="top"> <a href="javascript:scrollTo(0,0);">回到顶部</a> </li> <li class="shouye"> <a href="/">回到首页</a> </li> </ul> </div> <div class="xllindexfooter"> <div class="xllindexfootercenter"> <div class="xllindexfooterleft left" > <div class="xllindexfooterleftli"> <ul> <li><a href="/about.html">关于掌桥</a></li> <li><a href="/help/helpmap.html">资源导航</a></li> <li><a href="/help/helpguide.html">新手指南</a></li> <li><a href="/help/helpcenter.html">常见问题</a></li> <li><a href="/sitemap.html">网站地图</a></li> <li><a href="/help/helpcenter.html?type=9">版权声明</a></li> </ul> </div> <div class="xllindexfooterleft"> <p class="xllindexfooterlefteamil">客服邮箱：kefu@zhangqiaokeyan.com</p> <div class="xllindexfooterlefttcp"> <div class="xllindexfooterpoliceiimg"></div> <div class="xllindexfooterpoliceispan"> <span>京公网安备：11010802029741号 </span> <span>ICP备案号：<a href="https://beian.miit.gov.cn" rel="nofollow" target="_blank">京ICP备15016152号-6</a></span> <span>六维联合信息科技 (北京) 有限公司©版权所有</span> </div> </div> </div> </div> <div class="xllindexfooterright left"> <ul> <li> <p style="font-weight: bold;">客服微信</p> <div></div> </li> <li> <p style="font-weight: bold;">服务号</p> <div></div> </li> </ul> </div> </div> </div> <span id="0704025548478down" data-source="7," data-out-id="FmtcRpeCOFqBQZs25joXHO1k7au4bIxi/5bRd4mf6nfxXvtcwgxIEGj6v8KFDe8O," data-f-source-id="7" data-title="Yield curve forecast combinations based on bond portfolio performance" data-price="20" data-site-name="" data-transnum="24" style="display:none;"></span> <input type="hidden" value="4" id="sourcetype"> <input type="hidden" value="34460" id="journalid"> <input type="hidden" value="1" id="inyn_provide_service_level"> <input type="hidden" value="https://cdn.zhangqiaokeyan.com" id="imgcdn"> <input type="hidden" value="1" id="isdeatail"> <input type="hidden" value="" id="syyn_indexed_database"> <input type="hidden" value="" id="servicetype"> <input type="hidden" id="pagename" value="Yield curve forecast combinations based on bond portfolio performance"/> <input type="hidden" value="thesis_get_original" id="pageIdentification"> <script type="text/javascript" src="https://cdn.zhangqiaokeyan.com/js/jquery-1.12.4.js"></script> <script type="text/javascript" src="https://cdn.zhangqiaokeyan.com/js/common/lwlh_ajax.js"></script> <script type="text/javascript" src="https://cdn.zhangqiaokeyan.com/js/zq.js?v=5.7.7"></script> <script type="text/javascript" src="https://cdn.zhangqiaokeyan.com/js/common/common.js?v=5.7.7"></script> <script type="text/javascript" src="https://cdn.zhangqiaokeyan.com/js/jquery.cookie.js"></script> <script type="text/javascript" src="https://cdn.zhangqiaokeyan.com/js/top.js?v=5.7.7"></script> <script type="text/javascript" src="https://cdn.zhangqiaokeyan.com/js/common/tip.js?v=5.7.7"></script> <script type="text/javascript" src="https://cdn.zhangqiaokeyan.com/js/common/login.js?v=5.7.7"></script> <script type="text/javascript" src="https://cdn.zhangqiaokeyan.com/js/common/down.js?v=5.7.7"></script> <script type="text/javascript" src="https://cdn.zhangqiaokeyan.com/js/common/search.js?v=5.7.7"></script> <script type="text/javascript" src="https://cdn.zhangqiaokeyan.com/js/searchtype.js?v=5.7.7"></script> <script type="text/javascript" src="https://cdn.zhangqiaokeyan.com/js/user/regist.js?v=5.7.7"></script> <script type="text/javascript" src="https://cdn.zhangqiaokeyan.com/js/zxs_solor/detail.js?v=5.7.7"></script> <script type="text/javascript" src="https://www.zhangqiaokeyan.com/statistics/static/pagecollection.js"></script> <script type="text/javascript" src="https://cdn.zhangqiaokeyan.com/js/tj.js"></script> <script type="text/javascript" src="https://cdn.zhangqiaokeyan.com/js/pushbaidu.js"></script> <script type="text/javascript" src="https://cdn.zhangqiaokeyan.com/js/common/history.js"></script> <script type="text/javascript" src="https://cdn.zhangqiaokeyan.com/js/util/cookie.js?v=5.7.7"></script> <script type="text/javascript" src="https://cdn.zhangqiaokeyan.com/js/weipu/weipu.js?v=5.7.7"></script> </body> <script> $(function(){ var weiPuStatus = getCookie('WeiPuStatus'); if(weiPuStatus){ tipWeiPuStatus(weiPuStatus); delCookie('WeiPuStatus'); } getFacetKeywordVoInId(); var sourcetype = $("#sourcetype").val(); var inyn_provide_service_level = $("#inyn_provide_service_level").val(); if((sourcetype ==1||sourcetype==4)&&inyn_provide_service_level!=4){ getJournal(); } }) </script> </html>