Research on financial market portfolio optimization based on high-dimensional R-vine Copula

LIN Yu, LIANG Zhou, LIN Zixiao, WU Qinghe

Systems Engineering - Theory & Practice ›› 2019, Vol. 39 ›› Issue (12) : 3061-3072.

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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 ›› 2019, Vol. 39 ›› Issue (12) : 3061-3072. DOI: 10.12011/1000-6788-2019-0448-12

Research on financial market portfolio optimization based on high-dimensional R-vine Copula

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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2019, 39(12): 3061-3072 https://doi.org/10.12011/1000-6788-2019-0448-12

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