Portfolio with skewness considering parameter uncertainty

CUI Yuan-yuan, WANG Jian-qiong, ZHUANG Hong-gang

Systems Engineering - Theory & Practice ›› 2011, Vol. 31 ›› Issue (9) : 1628-1634.

PDF(563 KB)
PDF(563 KB)
Systems Engineering - Theory & Practice ›› 2011, Vol. 31 ›› Issue (9) : 1628-1634. DOI: 10.12011/1000-6788(2011)9-1628

Portfolio with skewness considering parameter uncertainty

  • {{article.zuoZhe_EN}}
Author information +
History +

HeighLight

{{article.keyPoints_en}}

Abstract

{{article.zhaiyao_en}}

Key words

QR code of this article

Cite this article

Download Citations
{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2011, 31(9): 1628-1634 https://doi.org/10.12011/1000-6788(2011)9-1628

References

References

{{article.reference}}

Funding

RIGHTS & PERMISSIONS

{{article.copyrightStatement_en}}
{{article.copyrightLicense_en}}
PDF(563 KB)

Accesses

Citation

Detail

Sections
Recommended

/