允许卖空条件下证券投资组合的区间二次规划问题

徐晓宁, 何枫, 陈荣, 张庆芝

Interval quadratic programming for the portfolio selection with short sales allowed

XU Xiao-ning, HE Feng, CHEN Rong, ZHANG Qing-zhi

系统工程理论与实践 . 2013, (10): 2533 -2538 . DOI: 10.12011/1000-6788(2013)10-2533