Portfolio Model of Risk Management with Second Order Stochastic Dominant Constraints and Transaction Costs

YANG Liu, SHEN FeiFei

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PDF(697 KB)
CHINESE JOURNAL OF APPLIED PROBABILITY AND STATISTICS ›› 2017, Vol. 33 ›› Issue (2) : 111-124.
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Portfolio Model of Risk Management with Second Order Stochastic Dominant Constraints and Transaction Costs

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