CORC

浏览/检索结果: 共3条,第1-3条 帮助

限定条件                
已选(0)清除 条数/页:   排序方式:
A sparse enhanced indexation model with chance and cardinality constraints 期刊论文
JOURNAL OF GLOBAL OPTIMIZATION, 2018, 卷号: 70, 期号: 1, 页码: 5-25
作者:  Xu, Fengmin;  Wang, Meihua;  Dai, Yu-Hong;  Xu, Dachuan
收藏  |  浏览/下载:17/0  |  提交时间:2018/07/30
Robust two-stage stochastic linear optimization with risk aversion 期刊论文
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 2017, 卷号: 256, 期号: 1, 页码: 215-229
作者:  Ling, Aifan;  Sun, Jie;  Xiu, Naihua;  Yang, Xiaoguang
收藏  |  浏览/下载:27/0  |  提交时间:2018/07/30
Robust portfolio selection under downside risk measures 期刊论文
QUANTITATIVE FINANCE, 2009, 卷号: 9, 期号: 7, 页码: 869-885
作者:  Zhu, Shushang;  Li, Duan;  Wang, Shouyang
收藏  |  浏览/下载:11/0  |  提交时间:2018/07/30


©版权所有 ©2017 CSpace - Powered by CSpace