Estimation of High Dimensional Portfolio Risk

LIU Liping

Journal of Systems Science and Mathematical Sciences ›› 2018, Vol. 38 ›› Issue (8) : 919-930.

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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 Systems Science and Mathematical Sciences ›› 2018, Vol. 38 ›› Issue (8) : 919-930. DOI: 10.12341/jssms13428

Estimation of High Dimensional Portfolio Risk

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{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of Systems Science and Mathematical Sciences, 2018, 38(8): 919-930 https://doi.org/10.12341/jssms13428

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