Cite
HARVARD Citation
Zhai, J. et al. (2018). Mean-risk-skewness models for portfolio optimization based on uncertain measure. Optimization. pp. 701-714. [Online].
This is an interim version of our Electronic Legal Deposit Catalogue-eJournals and eBooks while we continue to recover from a cyber-attack.
Zhai, J. et al. (2018). Mean-risk-skewness models for portfolio optimization based on uncertain measure. Optimization. pp. 701-714. [Online].