搜索结果: 1-1 共查到“经济统计学 separable uncertainty model”相关记录1条 . 查询时间(0.062 秒)
Robust efficient frontier analysis with a separable uncertainty model
Robust efficient frontier analysis separable uncertainty model
2015/7/10
Mean-variance (MV) analysis is often sensitive to model mis-specification or uncertainty, meaning that the MV efficient portfolios constructed with an estimate of the model parameters (i.e., the expec...