含有图结构约束的稀疏最小方差资产组合模型

Publisher: 国家哲学社会科学学术期刊数据库

E-ISSN: 1003-207x|23|9|65-70

ISSN: 1003-207x

Source: 中国管理科学, Vol.23, Iss.9, 2015-01, pp. : 65-70

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Abstract