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
Geometric Characterization of Efficient Frontier of Optimal Portfolio with Unconditional Covariance Matrix
WANG Xiaoling, WANG Yuwen, LIU Guanqi
Chinese Journal of Engineering Mathematics . 0, (): 763 -777 .