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具有长记忆的均值-方差-偏度投资组合选择问题的鲁棒均衡策略

Robust Equilibrium Strategy for Mean–Variance–Skewness Portfolio Selection Problem with Long Memory

Journal of Optimization Theory and Applications · 2025
被引 1
ABS 3
金融经济学投资组合理论数学优化计量经济学