Association Journal of CSIAM
Supervised by Ministry of Education of PRC
Sponsored by Xi'an Jiaotong University
ISSN 1005-3085  CN 61-1269/O1
Chinese Journal of Engineering Mathematics
Multi-stage Mean-VaR Portfolio Selection Model with Transaction Costs
WANG Xiao-qin, GAO Yue-lin
Chinese Journal of Engineering Mathematics . 2020, (6): 673 -684 .  DOI: 10.3969/j.issn.1005-3085.2020.06.003