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Dynamic portfolio optimization with liquidity cost and market impact: a simulation-and-regression approach 期刊论文
Quantitative Finance,2019, 卷号: 19, 期号: 3, 页码: 519-532
作者:  Zhang,Rongju;  Langrené,Nicolas;  Tian,Yu;  Zhu,Zili;  Klebaner,Fima
收藏  |  浏览/下载:14/0  |  提交时间:2022/08/29
Choosing crop rotations under uncertainty: A multi-period dynamic portfolio optimization approach 会议论文
Proceedings - 21st International Congress on Modelling and Simulation, MODSIM 2015
作者:  Lee,Geoffrey;  Bao,Chenming;  Langrene,Nicolas;  Zhu,Zili
收藏  |  浏览/下载:8/0  |  提交时间:2022/08/29