中国科学院数学与系统科学研究院期刊网
An Adaptive Lagrangian Algorithm for Optimal Portfolio Deleveraging with Cross-Impact
XU Fengmin,SUN Min,DAI Yuhong
An Adaptive Lagrangian Algorithm for Optimal Portfolio Deleveraging with Cross-Impact
XU Fengmin,SUN Min,DAI Yuhong
Journal of Systems Science and Complexity . 2017, (5): 1121 -1135 .  DOI: 10.1007/s11424-017-5299-1