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	Characterization of efficient frontier for mean-variance model with a drawdown constraint
	Yao, Haixiang[1]; Lai, Yongzeng[2]; Ma, Qinghua[1]; Zheng, Huabao[3]
	2013
卷号	220页码:770
URL标识	查看原文
内容类型	期刊论文
URI标识	http://www.corc.org.cn/handle/1471x/4345480
专题	暨南大学
作者单位	1.[1]Guangdong Univ Foreign Studies, Sch Informat, Guangzhou 510006, Guangdong, Peoples R China 2.[2]Wilfrid Laurier Univ, Dept Math, Waterloo, ON N2L 3C5, Canada 3.[3]Jinan Univ, Coll Econ, Guangzhou 510632, Guangdong, Peoples R China
推荐引用方式 GB/T 7714	Yao, Haixiang[1],Lai, Yongzeng[2],Ma, Qinghua[1],et al. Characterization of efficient frontier for mean-variance model with a drawdown constraint[J],2013,220:770.
APA	Yao, Haixiang[1],Lai, Yongzeng[2],Ma, Qinghua[1],&Zheng, Huabao[3].(2013).Characterization of efficient frontier for mean-variance model with a drawdown constraint.,220,770.
MLA	Yao, Haixiang[1],et al."Characterization of efficient frontier for mean-variance model with a drawdown constraint".220(2013):770.

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