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模型不确定性条件下的Robust投资组合有效前沿与CAPM

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Affiliation of Author(s):经济学院

Journal:中国管理科学

Key Words:模型不确定性; 极大极小期望效用; 投资组合有效前沿; CAPM;

First Author:Gao Gavin

Indexed by:Unit Twenty Basic Research

Document Code:lw-114111

Volume:18

Issue:6

Page Number:1

Translation or Not:no

Date of Publication:2010-12-30

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