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Sparse portfolio rebalancing model based on inverse optimization
Wang, Meihua; Xu, Fengmin; Wang, Guan
刊名OPTIMIZATION METHODS & SOFTWARE
2014
卷号29期号:[db:dc_citation_issue]页码:297-309
关键词second-order cone program portfolio rebalancing sparse inverse optimization
ISSN号1055-6788
DOI[db:dc_identifier_doi]
URL标识查看原文
WOS记录号[DB:DC_IDENTIFIER_WOSID]
内容类型期刊论文
URI标识http://www.corc.org.cn/handle/1471x/3294794
专题西安交通大学
推荐引用方式
GB/T 7714
Wang, Meihua,Xu, Fengmin,Wang, Guan. Sparse portfolio rebalancing model based on inverse optimization[J]. OPTIMIZATION METHODS & SOFTWARE,2014,29([db:dc_citation_issue]):297-309.
APA Wang, Meihua,Xu, Fengmin,&Wang, Guan.(2014).Sparse portfolio rebalancing model based on inverse optimization.OPTIMIZATION METHODS & SOFTWARE,29([db:dc_citation_issue]),297-309.
MLA Wang, Meihua,et al."Sparse portfolio rebalancing model based on inverse optimization".OPTIMIZATION METHODS & SOFTWARE 29.[db:dc_citation_issue](2014):297-309.
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