English
证券投资组合优化问题的强健性的锥优化方法(英)
白延琴, 舒儇宇, 张弘捷
A Conic Programming Approach for Robust Portfolio Optimization Problems
BAI Yan-Qin, SHU Xuan-Yu, ZHANG Hong-Jie
运筹学学报 . 2010, (4): 21 -31 .