Portfolio Optimization During the COVID-19 Epidemic: Based on an Improved QBAS Algorithm and a Dynamic Mixed Frequency Model
Author:
Funder
Southwest University of Science and Technology Doctoral Research Fund
Publisher
Springer Science and Business Media LLC
Link
https://link.springer.com/content/pdf/10.1007/s10614-024-10621-5.pdf
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4. Artzner, P. (1997). Thinking coherently. Risk, 68–71.
5. Bai, M., & Sun, L. (2007). Application of Copula and Copula-CVaR in the multivariate portfolio optimization. In International Symposium on Combinatorics, Algorithms, Probabilistic and Experimental Methodologies, pp. 231–242. Springer.
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