用原油和天然气分散美国股票投资组合:基于多种风险度量的状态依赖优化

Diversifying portfolios of U.S. stocks with crude oil and natural gas: A regime-dependent optimization with several risk measures

Energy Economics · 2018
被引 46
人大 A-ABS 3
金融经济学投资组合优化能源经济学风险管理