MULTI-PERIODS MULTIOBJECTIVE CONDITIONAL VALUE-AT-RISK MODEL

JIANG Min;MENG Zhiqing

Journal of Systems Science and Mathematical Sciences ›› 2011, Vol. 31 ›› Issue (4) : 414-428.

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Journal of Systems Science and Mathematical Sciences ›› 2011, Vol. 31 ›› Issue (4) : 414-428. DOI: 10.12341/jssms10374
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MULTI-PERIODS MULTIOBJECTIVE CONDITIONAL VALUE-AT-RISK MODEL

  • JIANG Min, MENG Zhiqing
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{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of Systems Science and Mathematical Sciences, 2011, 31(4): 414-428 https://doi.org/10.12341/jssms10374

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