大连理工大学主页平台管理系统闫达文--中文主页-- Research on regularized mean-variance portfolio selection strategy with modified Roy safety-first principle

闫达文

(副教授)

博士生导师硕士生导师
学位：博士
性别：女
毕业院校：大连理工大学
所在单位：数学科学学院
电子邮箱：dawenyan@dlut.edu.cn

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Research on regularized mean-variance portfolio selection strategy with modified Roy safety-first principle

发表时间：2022-11-17 点击次数：

论文名称：Research on regularized mean-variance portfolio selection strategy with modified Roy safety-first principle
发表刊物：SpringerPlus
卷号：5
期号：1
页面范围：919
ISSN号：2193-1801
发表时间：2022-10-08

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Research on regularized mean-variance portfolio selection strategy with modified Roy safety-first principle