Construction and Estimation of High-Dimensional Time-Varying Portfolio Model

LIU Liping, Lü Zheng

Journal of Systems Science and Mathematical Sciences ›› 2022, Vol. 42 ›› Issue (9) : 2367-2382.

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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 (9) : 2367-2382. DOI: 10.12341/jssms21698

Construction and Estimation of High-Dimensional Time-Varying Portfolio Model

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{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of Systems Science and Mathematical Sciences, 2022, 42(9): 2367-2382 https://doi.org/10.12341/jssms21698

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