收益率椭球分布不确定下的均值-CVaR优化研究

卿乃侨

Worst-Case Optimization on Mean-CVaR Ratio with Returns Distribution Ellipsoidal Uncertainty

QING Nai-qiao

数学季刊 . 2023, (1): 85 -96 . DOI: 10.13371/j.cnki.chin.q.j.m.2023.01.006