基于鲁棒优化的投资组合模型在投资基金中的应用

高莹;李超君;唐诗源;

Portfolio model based on robust optimization and its application to investment funds in China

Gao, Ying (1); Li, Chao-Jun (1); Tang, Shi-Yuan (1)

东北大学学报(自然科学版) . 2009, (2): 295 -297 . DOI: -