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A cutting plane algorithm for MV portfolio selection model 期刊论文
APPLIED MATHEMATICS AND COMPUTATION, 2009, 卷号: 215, 期号: 4, 页码: 1456-1462
Authors:  Chen, Guohua;  Liao, Xiaolian;  Wang, Shouyang
Favorite  |  View/Download:11/0  |  Submit date:2018/07/30
Possibility theory  Portfolio selection  Cutting plane algorithm