| Regime-dependent robust portfolio selection model. | |
| Yu, Xing | |
| 刊名 | Journal of Interdisciplinary Mathematics
 |
| 2016 | |
| 卷号 | Vol.19 No.3页码:517-525 |
| 关键词 | Efficient frontier Markov random regime switching CVaR Mean-variance model Robust portfolio optimization |
| ISSN号 | 0972-0502;2169-012x |
| 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/6076884 |
| 专题 | 湖南大学 |
| 作者单位 | 1.Department of Mathematics and Applied Mathematics, Hunan University of Humanities, Science and Technology, Loudi 2.417000, China |
| 推荐引用方式 GB/T 7714 | Yu, Xing. Regime-dependent robust portfolio selection model.[J]. Journal of Interdisciplinary Mathematics,2016,Vol.19 No.3:517-525. |
| APA | Yu, Xing.(2016).Regime-dependent robust portfolio selection model..Journal of Interdisciplinary Mathematics,Vol.19 No.3,517-525. |
| MLA | Yu, Xing."Regime-dependent robust portfolio selection model.".Journal of Interdisciplinary Mathematics Vol.19 No.3(2016):517-525. |
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