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On cardinality constrained mean-CVaR portfolio optimization
  • 所属机构名称：上海交通大学
  • 会议名称：Control and Decision Conference (CCDC), 2015 27th Chinese. IEEE, 2015
  • 时间：2015.5.25
  • 成果类型：会议
  • 相关项目：资产数目与投资周期带有基数约束的投资组合优化
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资产数目与投资周期带有基数约束的投资组合优化
期刊论文 6 会议论文 6
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