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Multiperiod portfolio selection on a minimax rule 期刊论文
DYNAMICS OF CONTINUOUS DISCRETE AND IMPULSIVE SYSTEMS-SERIES B-APPLICATIONS & ALGORITHMS, 2005, 卷号: 12, 期号: 4, 页码: 565-587
作者:  Yu, M;  Wang, SY;  Lai, KK;  Chao, X
收藏  |  浏览/下载:111/0  |  提交时间:2018/07/30
portfolio optimization  minimax rule  bicriteria piecewise linear program  dynamic programming  
A minimax rule for portfolio selection in frictional markets 期刊论文
MATHEMATICAL METHODS OF OPERATIONS RESEARCH, 2003, 卷号: 57, 期号: 1, 页码: 141-155
作者:  Wang, SY;  Yamamoto, Y;  Yu, M
收藏  |  浏览/下载:98/0  |  提交时间:2018/07/30
portfolio selection  optimization  minimax risk measure