
Portfolio Selection via High-Dimensional D-Vine Copula-MIDAS Method
WANG Weiqing, LI Yuqing, WANG Liukai, LI Mengting, FU Zeyi
Journal of Systems Science and Mathematical Sciences ›› 2025, Vol. 45 ›› Issue (2) : 376-397.
Portfolio Selection via High-Dimensional D-Vine Copula-MIDAS Method
Portfolio selection / high-dimensional D-Vine Copula-MIDAS / minimum-CVaR model / stock dependence / new energy market {{custom_keyword}} /
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