成比例交易费用的均值CVaR投资组合优化研究

耿庆峰, 潘邦贵

A Study on the Optimization of Mean CVaR Portfolio Based on Proportional Transaction Costs

Geng Qingfeng, Pan Banggui

西南石油大学学报(社会科学版) . 0, (): 25 -31 . DOI: 10.11885/j.issn.1674-5094.2016.02.24.01