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.

PDF(940 KB)
中国科学院数学与系统科学研究院期刊网
PDF(940 KB)
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

  • {{article.zuoZhe_EN}}
Author information +
History +

HeighLight

{{article.keyPoints_en}}

Abstract

{{article.zhaiyao_en}}

Key words

QR code of this article

Cite this article

EndNote

Ris (Procite)

Bibtex

Download Citations
{{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

References

Publishing order | Descend order by publishing year | Descend order by cited within

References

{{article.reference}}

Funding

RIGHTS & PERMISSIONS

{{article.copyrightStatement_en}}
{{article.copyrightLicense_en}}
PDF(940 KB)

Accesses

Citation

Detail
Sections
Recommended

/

〈 〉