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
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Abstract