Robust portfolio selection based on asymmetric measures of variability of stock returns.
https://doi.org/10.1016/j.cam.2009.06.010
@article{DBLP:journals/jcam/ChenT09,
author = {Wei Chen and
Shaohua Tan},
title = {Robust portfolio selection based on asymmetric measures of variability
of stock returns},
journal = {J. Comput. Appl. Math.},
volume = {232},
number = {2},
pages = {295--304},
year = {2009},
url = {https://doi.org/10.1016/j.cam.2009.06.010},
doi = {10.1016/j.cam.2009.06.010},
timestamp = {Thu, 20 Feb 2020 11:35:31 +0100},
biburl = {https://dblp.org/rec/journals/jcam/ChenT09.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
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