价值与动量混合策略DEA多期限资产组合选择及效率评价
杨宏林, 崔晨, 查勇, 陈收
The Selection and Evaluation of Asset Portfolios Over Multi Horizons by DEA Combing Value and Momentum Strategies
YANG Hong-lin, CUI Yan-chen, ZHA Yong, CHEN Shou
中国管理科学
.
2015, (6): 57
-64
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DOI: 10.16381/j.cnki.issn1003-207x.201.06.008
