5BARD F.PRACTICAL Bilevel Optimization:Algorithms and Applications[M].Boston:Kluwer Academic Publishers,1998.
二级参考文献9
1Alexandre. G, and A. Baptista. Economic implications of using mean-VaR model for portfolio selection:a comparison with mean-variance analysis [ J ]. Journal of Economic Dynamic and Control 2002.26,1159 - 1193.
2Enrico De Giorgi, A note on portfolio selection under various risk measures. Working Paper. University of ZUrich. 2002.8.19.
3Giorgio Szegfi. Measures of risk. Journal of banking & finance. 2002.26,1253 - 1272.
4Alexandre. G, and A. Baptism, CvaR as a measure of risk:implications for portfolio selection. Working Paper. University of Minnesota & University of Arizona. 2003.2.22.
5William F Sharpe. Portfolio theory and capital markets[ M]. McGraw-Hill. Inc, USA, 1970.