DYNAMIC CVAR WITH MULTI-PERIOD RISK PROBLEMS

Zhiqing MENG, Min JIANG, Qiying HU

Journal of Systems Science & Complexity ›› 2011, Vol. 24 ›› Issue (5) : 907-918.

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Journal of Systems Science & Complexity ›› 2011, Vol. 24 ›› Issue (5) : 907-918. DOI: 10.1007/s11424-011-9010-7
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DYNAMIC CVAR WITH MULTI-PERIOD RISK PROBLEMS

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{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of Systems Science and Complexity, 2011, 24(5): 907-918 https://doi.org/10.1007/s11424-011-9010-7

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