非参数前沿基金评级中的风险厌恶与风险偏好:买入并持有回测策略
Risk-aversion versus risk-loving preferences in nonparametric frontier-based fund ratings: A buy-and-hold backtesting strategy
European Journal of Operational Research · 2024
被引 4
ABS 4
- Tiantian Ren
- Kristiaan Kerstens 通讯
- Saurav Kumar
金融经济学非参数统计基金评级风险偏好随机占优