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  1. Stable Portfolio Selection Strategy for Mean-Variance-CVaR.pdf

  2. This paper aims to study stable portfolios with mean-variance-CVaR criteria for high- dimensional data. Combining different estimators of covariance matrix, computational methods of CVaR, and regularization methods, we construct five progressive opti
  3. 所属分类:金融

    • 发布日期:2020-10-22
    • 文件大小:1048576
    • 提供者:qq_18822147