Mean-VaR Parametric Portfolio Selection via the MIDAS-QR Method

Liu Shuting, Xu Qifa, Jiang Cuixia

Journal of Systems Science and Mathematical Sciences ›› 2023, Vol. 43 ›› Issue (7) : 1788-1803.

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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 ›› 2023, Vol. 43 ›› Issue (7) : 1788-1803. DOI: 10.12341/jssms22325

Mean-VaR Parametric Portfolio Selection via the MIDAS-QR Method

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{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of System Science and Mathematical Science Chinese Series, 2023, 43(7): 1788-1803 https://doi.org/10.12341/jssms22325

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