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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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

  • WANG Zongrun, TAN Guoxi
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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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