最优投资组合选择问题中的买入并持有策略：共单调逼近
Buy and hold strategies in optimal portfolio selection problems: Comonotonic approximations
Insurance Mathematics and Economics · 2006
被引 2
ABS 3
- Jesús Marín‐Solano
- Manuela Bosch Príncep
- Jan Dhaene
- Carme Ribas
- Oriol Roch
- Steven Vanduffel
金融经济学投资组合优化数学优化计量经济学精算科学