关于感知风险中性分布与市场隐含风险中性分布之间差异的效用最大化
On the utility maximization of the discrepancy between a perceived and market implied risk neutral distribution
European Journal of Operational Research · 2022
被引 3
ABS 4
- Robert Navratil
- Stephen Taylor 通讯
- Jan Večeř
金融经济学资产定价投资组合优化计量经济学