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
金融经济学非参数统计基金评级风险偏好随机占优