基于Monte Carlo 模拟和VaR 约束的银行资产组合优化模型

Systems Engineering - Theory & Practice ›› 2006, Vol. 26 ›› Issue (7) : 66-76.

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中国科学院数学与系统科学研究院期刊网
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Systems Engineering - Theory & Practice ›› 2006, Vol. 26 ›› Issue (7) : 66-76. DOI: 10.12011/1000-6788(2006)7-66
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