通过模拟与回归的动态投资组合选择:重新审视价值函数与投资组合权重递归的问题
Dynamic portfolio choices by simulation-and-regression: Revisiting the issue of value function vs portfolio weight recursions
Computers and Operations Research · 2016
被引 19
ABS 3
- Michel Denault
- Jean‐Guy Simonato 通讯
金融经济学投资组合优化计量经济学机器学习