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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
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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