限制性卖空的均值-半绝对偏差投资组合模型及其旋转算法研究
张鹏, 张忠桢, 岳超源
Optimization of the Mean Semi-absolute Deviation Portfolio Selection Model with the Restricted Short Selling Based on the Pivoting Algorithm
ZHANG Peng, ZHANG Zhong-zhen, YUE Chao-yuan
中国管理科学
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2006, (2): 7
-11
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