华侨大学康志林--中文主页-- An exact solution to a robust portfolio choice problem with multiple risk measures under ambiguous distribution

康志林

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An exact solution to a robust portfolio choice problem with multiple risk measures under ambiguous distribution

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所属单位：数学科学学院
发表刊物：Mathematical Methods of Operations Research
项目来源：其他课题
论文类型：期刊论文
是否译文：否
第一作者：康志林
合写作者：李仲飞

上一条：MEAN-CVAR PORTFOLIO SELECTION MODEL WITH AMBIGUITY IN DISTRIBUTION AND ATTITUDE

下一条：Data driven robust mean-CVaR portfolio selection under distribution ambiguity

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