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
- Jian-hao Kang
- Nan‐jing Huang 通讯
- Ben-Zhang Yang
- Zhihao Hu
金融经济学投资组合理论数学优化计量经济学