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	Performance ratio-based coherent risk measure and its application
	Chen, Zhiping; Hu, Qianhui; Lin, Ruiyue
刊名	QUANTITATIVE FINANCE
	2016
卷号	16期号:[db:dc_citation_issue]页码:681-693
关键词	C44 Coherent risk measure Performance ratio D81 Portfolio optimization Acceptance set G11 Transaction costs
ISSN号	1469-7688
DOI	[db:dc_identifier_doi]
URL标识	查看原文
WOS记录号	[DB:DC_IDENTIFIER_WOSID]
内容类型	期刊论文
URI标识	http://www.corc.org.cn/handle/1471x/3225376
专题	西安交通大学
推荐引用方式 GB/T 7714	Chen, Zhiping,Hu, Qianhui,Lin, Ruiyue. Performance ratio-based coherent risk measure and its application[J]. QUANTITATIVE FINANCE,2016,16([db:dc_citation_issue]):681-693.
APA	Chen, Zhiping,Hu, Qianhui,&Lin, Ruiyue.(2016).Performance ratio-based coherent risk measure and its application.QUANTITATIVE FINANCE,16([db:dc_citation_issue]),681-693.
MLA	Chen, Zhiping,et al."Performance ratio-based coherent risk measure and its application".QUANTITATIVE FINANCE 16.[db:dc_citation_issue](2016):681-693.

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