基于CVaR衍生的多期多面风险度量下的投资组合研究

Publisher: 国家哲学社会科学学术期刊数据库

E-ISSN: 1007-3221|25|6|133-138

ISSN: 1007-3221

Source: 运筹与管理, Vol.25, Iss.6, 2016-01, pp. : 133-138

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Abstract