我们需要高阶协动来增强均值-方差投资组合吗?来自简化跳跃过程的证据

Do we need higher-order comoments to enhance mean-variance portfolios? Evidence from a simplified jump process

International Review of Financial Analysis · 2022
被引 15
ABS 3
金融经济学资产定价投资组合理论计量经济学