基于CVaR投资组合优化问题的光滑化方法

Publisher: 国家哲学社会科学学术期刊数据库

E-ISSN: 1007-3221|26|4|158-164

ISSN: 1007-3221

Source: 运筹与管理, Vol.26, Iss.4, 2017-01, pp. : 158-164

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