Robust portfolio selection with regime switching and asymmetric dependence
Autor: | Su, Xiaoshan, Bai, Manying, Han, Yingwei |
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Zdroj: | In Economic Modelling June 2021 99 |
Databáze: | ScienceDirect |
Externí odkaz: |
Autor: | Su, Xiaoshan, Bai, Manying, Han, Yingwei |
---|---|
Zdroj: | In Economic Modelling June 2021 99 |
Databáze: | ScienceDirect |
Externí odkaz: |