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Portfolio selection under uncertainty by the ordered modular average operator 期刊论文
FUZZY OPTIMIZATION AND DECISION MAKING, 2019, 卷号: 18, 期号: 1, 页码: 1-14
作者:  Li, Hong-Quan;  Yi, Zhi-Hong;  Fang, Yong
收藏  |  浏览/下载:189/0  |  提交时间:2019/04/02
Aggregation operator  Portfolio selection  The mean-variance model  The ordered modular averages  The ordered weighted averages  
Continuous-time mean-risk portfolio selection 期刊论文
ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES, 2005, 卷号: 41, 期号: 3, 页码: 559-580
作者:  Jin, HQ;  Yan, HA;  Zhou, XY
收藏  |  浏览/下载:127/0  |  提交时间:2018/07/30
mean-downside-risk  mean-semivariance  portfolio selection  weighted mean-variance