鲁棒均值-CVaR投资组合模型及实证:基于安全准则的视角

Publisher: 国家哲学社会科学学术期刊数据库

E-ISSN: 1007-3221|25|6|128-132

ISSN: 1007-3221

Source: 运筹与管理, Vol.25, Iss.6, 2016-01, pp. : 128-132

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract