Research on the integrated high-order moment portfolio strategy from time-frequency domain perspective

ZHU Pengfei, TANG Yong

Systems Engineering - Theory & Practice ›› 2020, Vol. 40 ›› Issue (1) : 13-27.

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中国科学院数学与系统科学研究院期刊网
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Systems Engineering - Theory & Practice ›› 2020, Vol. 40 ›› Issue (1) : 13-27. DOI: 10.12011/1000-6788-2018-2402-15

Research on the integrated high-order moment portfolio strategy from time-frequency domain perspective

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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2020, 40(1): 13-27 https://doi.org/10.12011/1000-6788-2018-2402-15

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