Scenario Generation and Portfolio Selection in Bear Market with Garch Models

ZHAO Daping,WANG Yangzi,GAO Jieying

Journal of System Science and Mathematical Science Chinese Series ›› 2017, Vol. 37 ›› Issue (5) : 1287-1299.

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中国科学院数学与系统科学研究院期刊网
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Journal of System Science and Mathematical Science Chinese Series ›› 2017, Vol. 37 ›› Issue (5) : 1287-1299. DOI: 10.12341/jssms13158

Scenario Generation and Portfolio Selection in Bear Market with Garch Models

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{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of Systems Science and Mathematical Sciences, 2017, 37(5): 1287-1299 https://doi.org/10.12341/jssms13158

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