用均值和方差的双变量函数优化投资组合

{"title":"用均值和方差的双变量函数优化投资组合","authors":"Z. Landsman, U. Makov, T. Shushi","doi":"10.1007/s10957-020-01664-3","DOIUrl":null,"url":null,"abstract":"","PeriodicalId":506458,"journal":{"name":"Journal of Optimization Theory and Applications","volume":"54 10","pages":"622 - 651"},"PeriodicalIF":0.0000,"publicationDate":"2020-04-27","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Portfolio Optimization by a Bivariate Functional of the Mean and Variance\",\"authors\":\"Z. Landsman, U. Makov, T. Shushi\",\"doi\":\"10.1007/s10957-020-01664-3\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"\",\"PeriodicalId\":506458,\"journal\":{\"name\":\"Journal of Optimization Theory and Applications\",\"volume\":\"54 10\",\"pages\":\"622 - 651\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2020-04-27\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Journal of Optimization Theory and Applications\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1007/s10957-020-01664-3\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Journal of Optimization Theory and Applications","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1007/s10957-020-01664-3","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}