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Chance-constrained active index tracking model under skew-t distribution
Cheng, Bei; Chen, Zhiping
刊名International Journal of Applied Mathematics and Statistics
2013
卷号42期号:[db:dc_citation_issue]页码:399-410
关键词Chance-constrained Chinese stock market Financial index Investing constraints Multiple markets Portfolio selection problems Probability constraints Skew-t distribution
ISSN号0973-1377
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/3311305
专题西安交通大学
推荐引用方式
GB/T 7714
Cheng, Bei,Chen, Zhiping. Chance-constrained active index tracking model under skew-t distribution[J]. International Journal of Applied Mathematics and Statistics,2013,42([db:dc_citation_issue]):399-410.
APA Cheng, Bei,&Chen, Zhiping.(2013).Chance-constrained active index tracking model under skew-t distribution.International Journal of Applied Mathematics and Statistics,42([db:dc_citation_issue]),399-410.
MLA Cheng, Bei,et al."Chance-constrained active index tracking model under skew-t distribution".International Journal of Applied Mathematics and Statistics 42.[db:dc_citation_issue](2013):399-410.
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