1.
CVaR Portfolio Optimization Model under Frictional Market;
在摩擦市场下的优化CVaR投资组合模型
2.
Study of Mean-Variance-Skewness model on condition of the friction market;
摩擦市场条件下的Mean-Variance-Skewness模型
3.
A MEAN-ABSOLUTE DEVIATION PORTFOLIO SELECTION MODEL IN A FRICTIONAL MARKET
摩擦市场的均值-离差证券组合选择模型
4.
The optimal portfolio in the frictional market and its algorithm
一类摩擦市场的最优投资组合及其算法研究
5.
Under the Marker of Transaction Cost the Enterprise to Invest and the Value Analysis;
摩擦市场的企业投资策略及其价值分析
6.
Mathematical Analysis of the Portfolio Frontier in Friction Market;
摩擦市场中投资组合有效前沿的数学分析
7.
A Minimax Approach to the Optimal Portfolio Selection for Stock Markets with Friction;
摩擦市场中最优证券组合选择的极大极小法
8.
Optimal dynamic portfolio selection in a frictional market with mutiperiod mean-variance formulation;
摩擦市场下多阶段投资组合的均值方差模型
9.
Optimization approach for long-short portfolio selection under the attrition market;
摩擦市场下买空-卖空投资组合选择的优化方法
10.
Probability criterion model of optimal portfolio selection of friction market with liability;
负债下摩擦市场投资组合的概率准则模型
11.
Optimal Portfolio Selection of Friction Market in Case of No Short Sales under Liability;
负债下摩擦市场不允许卖空时的最优投资组合
12.
The Portfolio Selection Problem in Frictional Market Allowing Short Sale;
摩擦市场上允许买空卖空的投资组合问题
13.
Portfolio Selection with Short Sales in a Frictional Market;
摩擦市场中允许卖空的最优投资组合选择
14.
Optimal portfolio selection of friction market in the case of short sales under liability;
负债下摩擦市场允许卖空时的最优投资组合
15.
Bi-objective Portfolio Selection Model Based on the Friction Market;
基于摩擦市场的双目标投资组合选择模型
16.
The maximin approach for portfolio selection under the attrition market;
摩擦市场投资组合选择的极大极小方法
17.
Numerical method for optimal portfolio selection in stock market with frictions;
摩擦市场上最优投资组合的一种数值解法
18.
NO-ARBITRAGE ANALYSIS FOR THE TERM STRUCTURE OF INTEREST RATES IN MARKETS WITH FRICTIONS;
摩擦市场的利率期限结构的无套利分析