PDF(272 KB)
带交易费及不允许卖空和借贷情况下的极大极小模型
赵靖;修乃华
PDF(272 KB)
PDF(272 KB)
带交易费及不允许卖空和借贷情况下的极大极小模型
A Minimax Method for Portfolio Selection with Transaction Costs in the Case of No Short Sales and No Borrowing or Lending
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