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	Dynamic Mean-LPM and Mean-CVaR Portfolio Optimization in Continuous-Time
	Gao, Jianjun; Zhou, Ke; Li, Duan; Cao, Xiren
刊名	SIAM Journal on Control and Optimization
	2017
卷号	Vol.55 No.3页码:1377–1397
ISSN号	0363-0129
URL标识	查看原文
公开日期	[db:dc_date_available]
内容类型	期刊论文
URI标识	http://www.corc.org.cn/handle/1471x/6043772
专题	湖南大学
作者单位	1.School of Information Management and Engineering, Shanghai University of Finance and Eco-nomics, Shanghai, China 2.Department of Management Science, Hunan University, Changsha, China 3.Department of Systems Engineering and Engineering Management,
推荐引用方式 GB/T 7714	Gao, Jianjun,Zhou, Ke,Li, Duan,et al. Dynamic Mean-LPM and Mean-CVaR Portfolio Optimization in Continuous-Time[J]. SIAM Journal on Control and Optimization,2017,Vol.55 No.3:1377–1397.
APA	Gao, Jianjun,Zhou, Ke,Li, Duan,&Cao, Xiren.(2017).Dynamic Mean-LPM and Mean-CVaR Portfolio Optimization in Continuous-Time.SIAM Journal on Control and Optimization,Vol.55 No.3,1377–1397.
MLA	Gao, Jianjun,et al."Dynamic Mean-LPM and Mean-CVaR Portfolio Optimization in Continuous-Time".SIAM Journal on Control and Optimization Vol.55 No.3(2017):1377–1397.

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