Optimal model of loan portfolio based on the higher central-moment constraints

CHI Guo-tai, WU Hao-wen, YAN Da-wen

Systems Engineering - Theory & Practice ›› 2012, Vol. 32 ›› Issue (2) : 257-267.

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Systems Engineering - Theory & Practice ›› 2012, Vol. 32 ›› Issue (2) : 257-267. DOI: 10.12011/1000-6788(2012)2-257

Optimal model of loan portfolio based on the higher central-moment constraints

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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2012, 32(2): 257-267 https://doi.org/10.12011/1000-6788(2012)2-257

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