基于非对称主动风险测度的增强型指数追踪模型及应用
马景义, 张之昊, 吴佳保, 雷雪飞
An Enhanced Index Tracking Model based on Asymmetric Active Risk and Its Application
MA Jing-yi, ZHANG Zhi-hao, WU Jia-bao, LEI Xue-fei
中国管理科学
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2020, (8): 42
-51
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DOI: 10.16381/j.cnki.issn1003-207x.2020.08.004
