Portfolio optimization based on realized semi-covariance

QIAN Long, PENG Fangping, SHEN Xinyuan, SUN Xiaoxia

Systems Engineering - Theory & Practice ›› 2021, Vol. 41 ›› Issue (1) : 34-44.

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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 ›› 2021, Vol. 41 ›› Issue (1) : 34-44. DOI: 10.12011/SETP2020-1029

Portfolio optimization based on realized semi-covariance

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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2021, 41(1): 34-44 https://doi.org/10.12011/SETP2020-1029

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