基于实验设计的ARMA-GARCH时间序列多目标投资组合优化
Multiobjective portfolio optimization of ARMA–GARCH time series based on experimental designs
Computers and Operations Research · 2015
被引 18
ABS 3
- Ronã Rinston Amauri Mendes
- Anderson Paulo de Paiva
- Rogério Santana Peruchi
- Pedro Paulo Balestrassi 通讯
- Rafael Coradi Leme
- Messias Borges Silva
金融经济学投资组合优化时间序列分析计量经济学