OPTIMAL PORTFOLIO DECISION BASED ON THE VOLATILITY OF EXCESSIVE LOSS

ZHANG Shengjun,YAO Yaling,JI Xiaodong

Journal of Systems Science and Mathematical Sciences ›› 2016, Vol. 36 ›› Issue (8) : 1175-1186.

PDF(709 KB)
中国科学院数学与系统科学研究院期刊网
PDF(709 KB)
Journal of Systems Science and Mathematical Sciences ›› 2016, Vol. 36 ›› Issue (8) : 1175-1186. DOI: 10.12341/jssms12858

OPTIMAL PORTFOLIO DECISION BASED ON THE VOLATILITY OF EXCESSIVE LOSS

  • {{article.zuoZhe_EN}}
Author information +
History +

HeighLight

{{article.keyPoints_en}}

Abstract

{{article.zhaiyao_en}}

Key words

QR code of this article

Cite this article

EndNote

Ris (Procite)

Bibtex

Download Citations
{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of Systems Science and Mathematical Sciences, 2016, 36(8): 1175-1186 https://doi.org/10.12341/jssms12858

References

Publishing order | Descend order by publishing year | Descend order by cited within

References

{{article.reference}}

Funding

RIGHTS & PERMISSIONS

{{article.copyrightStatement_en}}
{{article.copyrightLicense_en}}
PDF(709 KB)

Accesses

Citation

Detail
Sections
Recommended

/

〈 〉