基于变系数多因子半参数分布的高维动态高阶矩投资组合研究
黄光麟,鲁万波
High Dimensional Dynamic Higher-order Portfolio Selection Based on the Varying-coefficient Multi-factor Semi-nonparametric Distribution Model
Guang-lin HUANG,Wan-bo LU
中国管理科学
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2023, (12): 272
-280
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DOI: 10.16381/j.cnki.issn1003-207x.2022.2759
