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Stochastic volatility modelling in portfolio selection via sequential Monte Carlo simulation

International Journal of Portfolio Analysis and Management Pub Date : 1900-01-01 DOI:10.1504/IJPAM.2021.10038382
Igor Ferreira do Nascimento, P. Albuquerque, Yaohao Peng
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时序蒙特卡罗模拟在投资组合选择中的随机波动建模
本文章由计算机程序翻译，如有差异，请以英文原文为准。
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International Journal of Portfolio Analysis and Management
International Journal of Portfolio Analysis and Management
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