Knowledge Management System of Institutes of Science and Development ,CAS
| Pension Fund Asset Allocation: A Mean-Variance Model with CVaR Constraints | |
Chen, Yibing1,2; Sun, Xiaolei1 ; Li, Jianping1
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| 发表期刊 | Procedia Computer Science
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| 2017 | |
| 期号 | 108c页码:1302-1307 |
| 收录类别 | EI |
| 语种 | 英语 |
| 文献类型 | 期刊论文 |
| 条目标识符 | http://ir.casisd.cn/handle/190111/8349 |
| 专题 | 2016年1月更名为：中国科学院科技战略咨询研究院 |
| 作者单位 | 1.Institute of Science and Development, Chinese Academy of Sciences, China; 2.National Council for Social Security Fund, China |
| 推荐引用方式 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. |
| 条目包含的文件 | ||||||
| 文件名称/大小 | 文献类型 | 版本类型 | 开放类型 | 使用许可 | ||
| Pension Fund Asset A（552KB） | 期刊论文 | 出版稿 | 暂不开放 | CC BY-NC-SA | ||
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