The paper respectively proposed mean-variance and mean-VaR models without short sales,then used piv- oting algorithm and sequence of quadratic programming method to solve those models.
文章提出了不允许卖空情况的均值-方差和均值-VaR 两种投资组合模型,并运用不等式组的旋转算法或结合序列二次规划法进行求解。
参考来源 - 不允许卖空情况下均值·2,447,543篇论文数据，部分数据来源于NoteExpress
At that burn rate, GM could effectively run short of cash next summer, without even taking into account further sales declines.
按照这个消耗速度，通用汽车明年夏季就会出现现金短缺，这还没有考虑未来销量进一步下降的因素。
Without the forward sales of real estate, the volatility of the spot price of private residential property would enlarge under the condition that supply falls short of demand.
作为远期实物交易制度的房地产预售并不必然导致住宅价格的上升，但在供求失衡条件下，远期交易的缺失有可能使得市场价格波动趋于加剧。
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