Stock Selection Strategy Based on Fractal and S-Type Utility and M-CVaR Optimal Asset Allocation

SUN Jingyun, MA Xiaowen

Journal of Systems Science and Mathematical Sciences ›› 2024, Vol. 44 ›› Issue (3) : 792-808.

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Journal of Systems Science and Mathematical Sciences ›› 2024, Vol. 44 ›› Issue (3) : 792-808. DOI: 10.12341/jssms23647

Stock Selection Strategy Based on Fractal and S-Type Utility and M-CVaR Optimal Asset Allocation

  • SUN Jingyun1,2, MA Xiaowen1
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{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of System Science and Mathematical Science Chinese Series, 2024, 44(3): 792-808 https://doi.org/10.12341/jssms23647

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