Chance-constrained active index tracking model under skew-t distribution | |
Cheng, Bei; Chen, Zhiping | |
刊名 | International Journal of Applied Mathematics and Statistics
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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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