Research on Combination Portfolio Strategy with Equal Weight Adjustment Based on Certainty Equivalence

WANG Zongrun, TAN Guoxi

Journal of System Science and Mathematical Science Chinese Series ›› 2022, Vol. 42 ›› Issue (2) : 287-303.

PDF(1144 KB)
中国科学院数学与系统科学研究院期刊网
PDF(1144 KB)
Journal of System Science and Mathematical Science Chinese Series ›› 2022, Vol. 42 ›› Issue (2) : 287-303. DOI: 10.12341/jssms21202

Research on Combination Portfolio Strategy with Equal Weight Adjustment Based on Certainty Equivalence

    {{javascript:window.custom_author_en_index=0;}}
  • {{article.zuoZhe_EN}}
Author information +
History +

HeighLight

{{article.keyPoints_en}}

Abstract

{{article.zhaiyao_en}}

Key words

QR code of this article

Cite this article

EndNote

Ris (Procite)

Bibtex

Download Citations
{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of Systems Science and Mathematical Sciences, 2022, 42(2): 287-303 https://doi.org/10.12341/jssms21202

References

Publishing order | Descend order by publishing year | Descend order by cited within

References

{{article.reference}}

Funding

RIGHTS & PERMISSIONS

{{article.copyrightStatement_en}}
{{article.copyrightLicense_en}}
PDF(1144 KB)

Accesses

Citation

Detail
Sections
Recommended

/

〈 〉