为何仅靠估计就导致马科维茨投资组合选择失败以及我们可能采取的对策
Why estimation alone causes Markowitz portfolio selection to fail and what we might do about it
European Journal of Operational Research · 2021
被引 17
ABS 4
- Elmira Mynbayeva
- John D. Lamb 通讯
- Yuan Zhao
金融经济学投资组合理论计量经济学统计估计