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Concentrated portfolio selection models based on historical data
Chen, Zhiping; Li, Zongxin; Wang, Liyuan
刊名APPLIED STOCHASTIC MODELS IN BUSINESS AND INDUSTRY
2015
卷号31期号:[db:dc_citation_issue]页码:649-668
关键词portfolio selection historical data transaction cost constraints greedy matrix nonconvex quadratic programs
ISSN号1524-1904
DOI[db:dc_identifier_doi]
URL标识查看原文
WOS记录号[DB:DC_IDENTIFIER_WOSID]
内容类型期刊论文
URI标识http://www.corc.org.cn/handle/1471x/3232156
专题西安交通大学
推荐引用方式
GB/T 7714
Chen, Zhiping,Li, Zongxin,Wang, Liyuan. Concentrated portfolio selection models based on historical data[J]. APPLIED STOCHASTIC MODELS IN BUSINESS AND INDUSTRY,2015,31([db:dc_citation_issue]):649-668.
APA Chen, Zhiping,Li, Zongxin,&Wang, Liyuan.(2015).Concentrated portfolio selection models based on historical data.APPLIED STOCHASTIC MODELS IN BUSINESS AND INDUSTRY,31([db:dc_citation_issue]),649-668.
MLA Chen, Zhiping,et al."Concentrated portfolio selection models based on historical data".APPLIED STOCHASTIC MODELS IN BUSINESS AND INDUSTRY 31.[db:dc_citation_issue](2015):649-668.
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