Simulation based exact test of efficient subset of portfolio

JIANG Chun-fu, PENG Hong-yi

Systems Engineering - Theory & Practice ›› 2014, Vol. 34 ›› Issue (7) : 1648-1661.

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Systems Engineering - Theory & Practice ›› 2014, Vol. 34 ›› Issue (7) : 1648-1661. DOI: 10.12011/1000-6788(2014)7-1648

Simulation based exact test of efficient subset of portfolio

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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2014, 34(7): 1648-1661 https://doi.org/10.12011/1000-6788(2014)7-1648

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