考虑非线性交易费用的CVaR优化模型及实证

Publisher: 国家哲学社会科学学术期刊数据库

E-ISSN: 1002-6487|volume|15|156-158

ISSN: 1002-6487

Source: 统计与决策, Vol.volume, Iss.15, 2016-01, pp. : 156-158

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Abstract