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Robust CVaR-based portfolio optimization under a genal affine data perturbation uncertainty set
  • ISSN号：1521-1398
  • 期刊名称：Journal of Computational Analysis and Applications
  • 时间：2014.1
  • 页码：93-103
  • 相关项目：行为金融视角下的特质风险定价研究
作者： Zhifeng Dai|Fenghua Wen|
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