使用不完全信息和部分不确定性的随机优化建模投资组合效率
Modeling portfolio efficiency using stochastic optimization with incomplete information and partial uncertainty
Annals of Operations Research · 2021
被引 7
ABS 3
- Davide La Torre 通讯
- Franklin Mendivil
- Matteo Rocca
投资组合优化随机优化金融经济学计算理论