Pension Fund Asset Allocation: A Mean-Variance Model with CVaR Constraints

	Pension Fund Asset Allocation: A Mean-Variance Model with CVaR Constraints
	Chen, Yibing 1,2; Sun, Xiaolei 1; Li, Jianping 1
刊名	Procedia Computer Science
	2017
期号	108c 页码:1302-1307
语种	英语
内容类型	期刊论文
源URL	[http://ir.casipm.ac.cn/handle/190111/8349]
专题	科技战略咨询研究院_2016年1月更名为：中国科学院科技战略咨询研究院
作者单位	1.Institute of Science and Development, Chinese Academy of Sciences, China; 2.National Council for Social Security Fund, China
推荐引用方式 GB/T 7714	Chen, Yibing,Sun, Xiaolei,Li, Jianping. Pension Fund Asset Allocation: A Mean-Variance Model with CVaR Constraints[J]. Procedia Computer Science,2017(108c):1302-1307.
APA	Chen, Yibing,Sun, Xiaolei,&Li, Jianping.(2017).Pension Fund Asset Allocation: A Mean-Variance Model with CVaR Constraints.Procedia Computer Science(108c),1302-1307.
MLA	Chen, Yibing,et al."Pension Fund Asset Allocation: A Mean-Variance Model with CVaR Constraints".Procedia Computer Science .108c(2017):1302-1307.