奇异协方差阵及不同借贷利率下均值—方差模型的解析解
蒋春福, 彭泓毅
Analytic Solutions of Mean-Variance Model with Singular Covariance Matrix and Different Interest Rates for Borrowing and Lending
JIANG Chun-fu, PENG Hong-yi
运筹与管理
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2015, (2): 192
-200
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DOI: 10.12005/orms.2015.0064
