具有可变风险的多目标概率约束规划:多组合金融优化模型
Multi-objective probabilistically constrained programs with variable risk: Models for multi-portfolio financial optimization
European Journal of Operational Research · 2016
被引 31
ABS 4
- Miguel A. Lejeune 通讯
- Siqian Shen
金融优化投资组合风险管理数学规划