中国科学院数学与系统科学研究院期刊网
JSSC
OPTIMAL MULTI-ASSET INVESTMENT WITH NO-SHORTING CONSTRAINTUNDER MEAN-VARIANCE CRITERION FOR AN INSURER
Junna BI;Junyi GUO;Lihua BAI
OPTIMAL MULTI-ASSET INVESTMENT WITH NO-SHORTING CONSTRAINTUNDER MEAN-VARIANCE CRITERION FOR AN INSURER
Junna BI;Junyi GUO;Lihua BAI
Journal of Systems Science and Complexity . 2011, (2): 291 -307 .  DOI: 10.1007/s11424-011-8014-7