时变损失厌恶下基于动态CVaR的ETF基金最优资产配置策略研究
王良, 贾宇洁, 刘潇
ETF Optimal Asset Allocation and Empirical Research based on Dynamic Conditional Risk Constraint under Time-Varying Loss-Aversion
WANG Liang, JIA Yu-jie, LIU Xiao
中国管理科学
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2016, (12): 54
-62
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DOI: 10.16381/j.cnki.issn1003-207x.2016.12.007
