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

WANG Zongrun, TAN Guoxi

Journal of Systems Science and Mathematical Sciences ›› 2022, Vol. 42 ›› Issue (2) : 287-303.

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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 ›› 2022, Vol. 42 ›› Issue (2) : 287-303. DOI: 10.12341/jssms21202

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

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

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