基于K-means聚类和广义熵约束的CVaR投资组合模型

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吴文娣, 程希骏, 刘峰

CVaR portfolio model based on K-means clustering with the constraint of generalized entropy

WU Wendi, CHENG Xijun, LIU Feng

中国科学院大学学报 . 2016, (1): 31 -36 . DOI: 10.7523/j.issn.2095-6134.2016.01.005