Scenario Generation and Portfolio Selection in Bear Market with Garch Models

ZHAO Daping,WANG Yangzi,GAO Jieying

Journal of Systems Science and Mathematical Sciences ›› 2017, Vol. 37 ›› Issue (5) : 1287-1299.

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Journal of Systems Science and Mathematical Sciences ›› 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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