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	Time consistent multi-period robust risk measures and portfolio selection models with regime-switching
	Liu, Jia; Chen, Zhiping
刊名	EUROPEAN JOURNAL OF OPERATIONAL RESEARCH
	2018
卷号	268页码:373-385
关键词	Risk management Dynamic portfolio selection Multi-period risk measure Distributionally robust optimization Regime switching
ISSN号	0377-2217
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/2923032
专题	西安交通大学
推荐引用方式 GB/T 7714	Liu, Jia,Chen, Zhiping. Time consistent multi-period robust risk measures and portfolio selection models with regime-switching[J]. EUROPEAN JOURNAL OF OPERATIONAL RESEARCH,2018,268:373-385.
APA	Liu, Jia,&Chen, Zhiping.(2018).Time consistent multi-period robust risk measures and portfolio selection models with regime-switching.EUROPEAN JOURNAL OF OPERATIONAL RESEARCH,268,373-385.
MLA	Liu, Jia,et al."Time consistent multi-period robust risk measures and portfolio selection models with regime-switching".EUROPEAN JOURNAL OF OPERATIONAL RESEARCH 268(2018):373-385.

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