Pension Fund Asset Allocation: A Mean-Variance Model with CVaR Constraints
Chen, Yibing1,2; Sun, Xiaolei1; Li, Jianping1
2017
Source PublicationProcedia Computer Science
Issue108cPages:1302-1307
Indexed ByEI
Language英语
Document Type期刊论文
Identifierhttp://ir.casisd.cn/handle/190111/8349
Collection2016年1月更名为:中国科学院科技战略咨询研究院
Affiliation1.Institute of Science and Development, Chinese Academy of Sciences, China;
2.National Council for Social Security Fund, China
Recommended Citation
GB/T 7714
Chen, Yibing,Sun, Xiaolei,Li, Jianping. Pension Fund Asset Allocation: A Mean-Variance Model with CVaR Constraints[J]. Procedia Computer Science,2017(108c):1302-1307.
APA Chen, Yibing,Sun, Xiaolei,&Li, Jianping.(2017).Pension Fund Asset Allocation: A Mean-Variance Model with CVaR Constraints.Procedia Computer Science(108c),1302-1307.
MLA Chen, Yibing,et al."Pension Fund Asset Allocation: A Mean-Variance Model with CVaR Constraints".Procedia Computer Science .108c(2017):1302-1307.
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