1.
The Optimization of the Portfolio Selection with the Restricted Short Sales;
限制性卖空的均值-方差投资组合优化
2.
Optimization on the Mean-variance Portfolio Selection with Qadratic Subsection Concave Transaction Costs;
具有二次分段凹交易成本的均值-方差投资组合优化
3.
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
4.
Mean-variance Analysis of Arbitrage Portfolios under Investment Proportion Limitations;
投资权重限制下套利组合的均值-方差分析
5.
A Simple Algorithm to the General Mean-Variance Model;
均值-方差模型有效组合投资的一个简单算法
6.
The Optimization On the Mean Dynamic Downside Semi-Variance Multiperiod Portfolio Selection
均值-动态下半方差多阶段投资组合优化研究
7.
The Comparison between Mean-Variance and Mean-VaR Portfolio Models without Short Sales;
不允许卖空情况下均值-方差和均值-VaR投资组合比较研究
8.
The study of mean-variance model for portfolio investmentunder singular definite covariance matrix
奇异方差阵下的证券组合投资均值-方差模型研究
9.
A Mean deviation Portfolio Optimal Selection Model
均值—离差型组合证券投资优化模型
10.
Dynamic Asset Allocation Model with Mean Variance Preferences and Downside Risk Control;
均值方差偏好和下方风险控制下的动态投资组合决策模型
11.
Application of Mean-Variance Utility Function under the Portfolio Selection Decision
均值—方差效用函数在证券组合投资决策中的应用
12.
Continuous-Time Mean-Variance Portfolio Selection in International Security Markets;
国际证券市场中连续时间的均值—方差投资组合选择问题
13.
The Optimization on the Mean Semi-absolute Portfolio Model Without Short Sales;
不允许卖空情况下均值-半方差投资组合优化研究
14.
Dynamic portfolio selection based on serially correlated return-Dynamic mean-variance formulation;
基于收益序列相关的动态投资组合选择——动态均值-方差模型
15.
An Empirical Comparison between Mean-variance Model and Minimax Model in Chinese Stock Market;
投资组合均值-方差模型和极小极大模型的实证比较
16.
The Relative Index of Performance Evaluation of Portfolio Based on Mean-Variance Efficient Frontier;
基于均值-方差有效前沿的投资组合性能评价相对指数
17.
Portfolio analysis to Shanghai stock market: a trade off between mean and absolute deviation;
上海股票市场的投资组合分析:基于均值—绝对偏差的折中方法
18.
Chance-constrained Mean-Semi-Absolute Deviation Portfolio Models
机会约束下的均值—半绝对离差投资组合模型