Gao Jianjun

Jianjun Gao

Information about the author Jianjun Gao will soon be added to the site.
Found 2 papers in total
Dynamic mean-risk portfolio selection with multiple risk measures in continuous-time
Dynamic mean-risk portfolio selection with multiple risk measures in continuous-time
2016
While our society began to recognize the importance to balance the risk performance...
A polynomial case of the cardinality‐constrained quadratic optimization problem
A polynomial case of the cardinality‐constrained quadratic optimization problem
2013
We propose in this paper a fixed parameter polynomial algorithm for the...
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