基于高维R-vine Copula的金融市场投资组合优化研究
林宇, 梁州, 林子枭, 吴庆贺
Research on financial market portfolio optimization based on high-dimensional R-vine Copula
LIN Yu, LIANG Zhou, LIN Zixiao, WU Qinghe
系统工程理论与实践 . 2019, (12): 3061 -3072 .  DOI: 10.12011/1000-6788-2019-0448-12