검색결과 : 2건
| No. | Article |
|---|---|
| 1 |
Optimal Portfolio Selection Under Concave Price Impact Ma J, Song QS, Xu J, Zhang JF Applied Mathematics and Optimization, 67(3), 353, 2013 |
| 2 |
Optimal portfolios with regime switching and value-at-risk constraint Yiu KFC, Liu JZ, Siu TK, Ching WK Automatica, 46(6), 979, 2010 |