考虑大宗交易的均值-方差投资组合优化模型及其分支定界算法
薛宏刚, 张川, 胡春萍, 徐成贤
Portfolio optimization model and branch-bound algorithm under block trading
XUE Hong-gang, ZHANG Chuan, HU Chun-ping, XU Cheng-xian
系统工程理论与实践
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2011, (9): 1617
-1627
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DOI: 10.12011/1000-6788(2011)9-1617
