研究领域

• 金融工程与风险管理、绿色金融（ESG）、投资组合管理等

论文成果 More>>

• 康志林. Robust enhanced index tracking problem with mixture of distributions .EXPERT SYSTEMS WITH APPLICATIONS .2022
• 康志林. MEAN-CVAR PORTFOLIO SELECTION MODEL WITH AMBIGUITY IN DISTRIBUTION AND ATTITUDE .Journal of Industrial and Management Optimization .2020
• 康志林. An exact solution to a robust portfolio choice problem with multiple risk measures under ambiguous distribution .Mathematical Methods of Operations Research .2018
• 康志林. Data driven robust mean-CVaR portfolio selection under distribution ambiguity .QUANTITATIVE FINANCE .2019
• 李仲飞(外),康志林. CVaR鲁棒均值-CVaR投资组合模型与求解 .运筹学学报 .2016 ,21 :1-12

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