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中国科学院数学与系统科学研究院机构知识库
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Journal ar... [1]
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2008 [1]
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英语 [1]
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ANNALS OF ... [1]
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A class of portfolio selection with a four-factor futures price model
期刊论文
ANNALS OF OPERATIONS RESEARCH, 2008, 卷号: 164, 期号: 1, 页码: 139-165
Authors:
Yan, Wei
;
Li, Shurong
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Submit date：2018/07/30
Four-factor model
Multi-period semi-variance portfolio
Exchange rate
Futures
Numerical algorithm
