Evaluating dynamic asset allocation ability of funds within Kalman filter framework

LIU Dong, WANG Wen-jun, LI Zi-ran, WANG Shou-yang

Systems Engineering - Theory & Practice ›› 2012, Vol. 32 ›› Issue (4) : 704-712.

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Systems Engineering - Theory & Practice ›› 2012, Vol. 32 ›› Issue (4) : 704-712. DOI: 10.12011/1000-6788(2012)4-704

Evaluating dynamic asset allocation ability of funds within Kalman filter framework

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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2012, 32(4): 704-712 https://doi.org/10.12011/1000-6788(2012)4-704

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