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.

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Journal of Systems Science and Mathematical Sciences ›› 2025, Vol. 45 ›› Issue (2) : 376-397. DOI: 10.12341/jssms23910

Portfolio Selection via High-Dimensional D-Vine Copula-MIDAS Method

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{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of Systems Science and Mathematical Sciences, 2025, 45(2): 376-397 https://doi.org/10.12341/jssms23910

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