Mean-variance portfolio selection based on a generalized BNS stochastic volatility model
Mean-variance portfolio selection based on a generalized BNS stochastic volatility model
复制标题
基于广义 BNS 随机波动率模型的均值-方差投资组合选择
DOI:
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发表时间:
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影响因子:
1.8
通讯作者:
Dai, Wanyang
中科院分区:
文献类型:
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作者:
Dai, Wanyang