A Multi-Objective Portfolio Model Based on Entropy and CVaR and Empirical Study
HOU Shengjie, GUAN Zhongcheng, DONG Xuefan
Journal of System Science and Mathematical Science Chinese Series ›› 2021, Vol. 41 ›› Issue (3) : 640-652.
A Multi-Objective Portfolio Model Based on Entropy and CVaR and Empirical Study
{{custom_ref.label}} |
{{custom_citation.content}}
{{custom_citation.annotation}}
|
/
〈 | 〉 |