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Paper Publications

Current position: Home  >  Scientific Research  >  Paper Publications

带有范数约束的CVaR高维组合投资决策

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Journal:中国管理科学

Co-author:周莹莹

First Author:许启发

Indexed by:Journal paper

Correspondence Author:蒋翠侠

Discipline:Management Science

Document Type:J

Volume:25

Issue:2

Page Number:40-49

Translation or Not:no

Date of Publication:2017-02-28