带有模糊流动性约束的均值-方差-偏度-正弦熵投资组合优化模型
宋燕玲, 周荣喜, 蔡小龙, 赵庆亮
A mean-variance-skewness-sine entropy model with fuzzy liquidity constraints for portfolio selection
SONG YanLing, ZHOU RongXi, CAI XiaoLong, ZHAO QingLiang
北京化工大学学报(自然科学版)
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2018, (1): 103
-108
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DOI: 10.13543/j.bhxbzr.2018.01.017
