带有范数约束的CVaR高维组合投资决策

Publisher: 国家哲学社会科学学术期刊数据库

E-ISSN: 1003-207x|volume|2|40-49

ISSN: 1003-207x

Source: 中国管理科学, Vol.volume, Iss.2, 2017-01, pp. : 40-49

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Abstract