| Portfolio selection problem with Value-at-Risk constraints under non-extensive statistical mechanics | |
| Zhao,Pan; Xiao,Qingxian | |
| 刊名 | Journal of Computational and Applied Mathematics
 |
| 2016 | |
| 卷号 | Vol.298页码:64-71 |
| 关键词 | MODEL DYNAMICS |
| ISSN号 | 0377-0427 |
| URL标识 | 查看原文 |
| 内容类型 | 期刊论文 |
| URI标识 | http://www.corc.org.cn/handle/1471x/2155221 |
| 专题 | 安徽大学 |
| 作者单位 | 1.West Anhui Univ, Coll Finance & Math, Luan, Anhui, Peoples R China 2.West Anhui Univ, Financial Risk Intelligent Control & Prevent Inst, Luan, Anhui, Peoples R China 3.Univ Shanghai Sci & Technol, Sch Business, Shanghai, Peoples R China |
| 推荐引用方式 GB/T 7714 | Zhao,Pan,Xiao,Qingxian. Portfolio selection problem with Value-at-Risk constraints under non-extensive statistical mechanics[J]. Journal of Computational and Applied Mathematics,2016,Vol.298:64-71. |
| APA | Zhao,Pan,&Xiao,Qingxian.(2016).Portfolio selection problem with Value-at-Risk constraints under non-extensive statistical mechanics.Journal of Computational and Applied Mathematics,Vol.298,64-71. |
| MLA | Zhao,Pan,et al."Portfolio selection problem with Value-at-Risk constraints under non-extensive statistical mechanics".Journal of Computational and Applied Mathematics Vol.298(2016):64-71. |
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