含交易成本和机会成本的极小极大多期投资组合选择模型
任大源, 徐玖平, 黄南京, 吴萌
Multi-period minimax portfolio selection model with transaction costs and opportunity costs
REN Da-yuan, XU Jiu-ping, HUANG Nan-jing, WU Meng
系统工程理论与实践
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2012, (1): 11
-19
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DOI: 10.12011/1000-6788(2012)1-11
