不允许卖空的多因素证券组合投资决策模型

马永开;唐小我

Multi-factor Model for Portfolio Investment Decision under the Condition of No Short Sale

Yong Kai MA;Xiao Wo TANG

系统工程理论与实践 . 2000, (2): 37 -43 . DOI: 10.12011/1000-6788(2000)2-37