PDF(1041 KB)
A portfolio optimization model under the conditions of market friction based on spectral risk measure
PENG Yue;YANG YongYu
Journal of Beijing University of Chemical Technology ›› 2012, Vol. 39 ›› Issue (6) : 117-123.
PDF(1041 KB)
PDF(1041 KB)
A portfolio optimization model under the conditions of market friction based on spectral risk measure
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