Optimal portfolio strategy under rolling economic maximum drawdown constraints (EI收录) | |
Yu, Xiaojian[1]; Xie, Siyu[2]; Xu, Weijun[3] | |
刊名 | Mathematical Problems in Engineering
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2014 | |
卷号 | 2014 |
关键词 | Mathematical techniques |
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/2216527 |
专题 | 华南理工大学 |
作者单位 | 1.[1] School of Economics and Commerce, South China University of Technology, Guangzhou 510006, China 2.[2] School of Electronic and Information Engineering, South China University of Technology, Guangzhou 510641, China 3.[3] School of Business Administration, South China University of Technology, Guangzhou 510641, China |
推荐引用方式 GB/T 7714 | Yu, Xiaojian[1],Xie, Siyu[2],Xu, Weijun[3]. Optimal portfolio strategy under rolling economic maximum drawdown constraints (EI收录)[J]. Mathematical Problems in Engineering,2014,2014. |
APA | Yu, Xiaojian[1],Xie, Siyu[2],&Xu, Weijun[3].(2014).Optimal portfolio strategy under rolling economic maximum drawdown constraints (EI收录).Mathematical Problems in Engineering,2014. |
MLA | Yu, Xiaojian[1],et al."Optimal portfolio strategy under rolling economic maximum drawdown constraints (EI收录)".Mathematical Problems in Engineering 2014(2014). |
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