English
CVaR鲁棒均值-CVaR投资组合模型与求解
康志林, 李仲飞
CVaR robust mean-CVaR portfolio optimization  model and the solving methods
KANG Zhilin, LI Zhongfei
运筹学学报 . 2017, (1): 1 -12 .  DOI: 10.15960/j.cnki.issn.1007-6093.2017.01.001