高维条件协方差矩阵的非线性压缩估计及其在构建最优投资组合中的应用

Publisher: 国家哲学社会科学学术期刊数据库

E-ISSN: 1003-207x|volume|8|46-57

ISSN: 1003-207x

Source: 中国管理科学, Vol.volume, Iss.8, 2017-01, pp. : 46-57

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Abstract