基于确定性等价进行等权重调整的组合投资策略研究

王宗润, 谭郭玺

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

WANG Zongrun, TAN Guoxi

系统科学与数学 . 2022, (2): 287 -303 . DOI: 10.12341/jssms21202