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Active allocation of systematic risk and control of risk sensitivity in portfolio optimization
  • ISSN号：0377-2217
  • 期刊名称：European Journal of Operational Research
  • 时间：2013.8.8
  • 页码：556-570
  • 相关项目：Lp正则化问题的算法
作者： Li, Yingjie|Zhu, Shushang|Li, Donghui|Li, Duan|
同期刊论文项目
Lp正则化问题的算法
期刊论文 33 会议论文 2
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