考虑流动性和组合再平衡风险的股票质押率优化模型
石玉山, 刘海龙, 胡友群
Optimal Pricing Model of Stock Loan-to-value Ratio Considering Liquidity Risk and Portfolio Rebalancing Risk
SHI Yu-shan, LIU Hai-long, HU You-qun
中国管理科学
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2018, (1): 81
-89
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DOI: 10.16381/j.cnki.issn1003-207x.2018.01.008
