LI Jun1,2, GAO Hengxuan1,2, LI Yongjun1,2, JIN Xi1,2, LIANG Liang1,2
LI Jun, GAO Hengxuan, LI Yongjun, JIN Xi, LIANG Liang. Stock Efficiency Evaluation Based on Multiple Risk Measures: A DEA-Like Envelopment Approach[J]. 系统科学与复杂性, 2022, 35(4): 1480-1499.
LI Jun, GAO Hengxuan, LI Yongjun, JIN Xi, LIANG Liang. Stock Efficiency Evaluation Based on Multiple Risk Measures: A DEA-Like Envelopment Approach[J]. Journal of Systems Science and Complexity, 2022, 35(4): 1480-1499.
LI Jun1,2, GAO Hengxuan1,2, LI Yongjun1,2, JIN Xi1,2, LIANG Liang1,2
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|||Junna BI;Junyi GUO;Lihua BAI. OPTIMAL MULTI-ASSET INVESTMENT WITH NO-SHORTING CONSTRAINTUNDER MEAN-VARIANCE CRITERION FOR AN INSURER[J]. Journal of Systems Science and Complexity, 2011, 24(2): 291-307.|
|||Huiling WU;Zhongfei LI. MULTI-PERIOD MEAN-VARIANCE PORTFOLIO SELECTION WITH MARKOVREGIME SWITCHING AND UNCERTAIN TIME-HORIZON[J]. Journal of Systems Science and Complexity, 2011, 24(1): 140-155.|
|||Shan Cun LIU;Wan Hua QIU. ORDERED WEIGHTED AVERAGING AGGREGATION METHOD FOR PORTFOLIO SELECTION[J]. Journal of Systems Science and Complexity, 2004, 14(1): 109-116.|