基于矩阵值因子算法的企业年金投资组合建模与并行求解 |
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杜首燕,陆忠华 | ||||||||||||||||
Modeling and Parallel Computed Enterprise Annuity Portfolio Based on Matrix-Valued Factor Algorithm |
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Du Shouyan,Lu Zhonghua | ||||||||||||||||
表3 基于矩阵值因子算法的均值-方差优化模型的CVXOPT求解 |
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Table 3 CVXOPT solution of the mean-variance optimization model based on matrix-valued factor algorithm |
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