Research on Mean-Variance Portfolio Model with singular Covariance Matrix
Research on Mean-Variance Portfolio Model with singular Covariance Matrix
关键词
协变性
矩阵解
模型
发现方法
模拟试验
非退化
Mean-Variance Portfolio Model
The Solution of Portfolio Optimal
Covariance Matrix
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3Xiong DENG,Yanli LIU.A High-Moment Trapezoidal Fuzzy Random Portfolio Model with Background Risk[J].Journal of Systems Science and Information,2018,9(1):1-28. 被引量：1
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42013年第29卷第4期摘要[J].应用数学学报,2013,36(6).
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5郑承利,姚银红.基于高阶一致风险测度的组合优化[J].系统管理学报,2017,26(5):857-868. 被引量：2
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6Hao CHANG,Chunfeng WANG,Zhenming FANG.Portfolio Selection with Random Liability and Affine Interest Rate in the Mean-Variance Framework[J].Journal of Systems Science and Information,2017,8(3):229-249. 被引量：1
