二阶随机占优约束的投资组合优化:理论与计算测试
Second-order stochastic dominance constrained portfolio optimization: Theory and computational tests
European Journal of Operational Research · 2017
被引 25
ABS 4
- Markku Kallio
- Nasim Dehghan Hardoroudi 通讯
金融经济学投资组合优化随机占优数学优化计算金融