Optimized loan's portfolio model of multi-objectives based on the VaR restraint

被引：0
|
作者：
Hong, Zhong-Chen [1 ]
Chi, Guo-Tai [1 ]
Wang, Ji-Ke [2 ]
机构：
[1] School of Management, Dalian University of Technology, Dalian 116024, China
[2] Dept. of Mathematic, Dalian University of Technology, Dalian 116024, China
来源：
Harbin Gongye Daxue Xuebao/Journal of Harbin Institute of Technology | 2008年 / 40卷 / 10期
关键词：
Lagrange multipliers;
D O I：
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中图分类号：
学科分类号：
摘要：
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页码：1661 / 1665
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