The following pages link to 带有交易成本的均值--方差--下半方差投资组合模型 (Q3307529):
Displaying 4 items.
- Multi-stage stochastic mean-semivariance-CVaR portfolio optimization under transaction costs (Q299658) (← links)
- A new optimal portfolio selection strategy based on a quadratic form mean-variance model with transaction costs (Q3008844) (← links)
- Mean-variance-skewness model for portfolio selection with transaction costs (Q3044157) (← links)
- (Q4998286) (← links)