背叛者
发表于 2025-3-23 12:48:06
https://doi.org/10.1007/978-3-319-30391-8 and the capital market line; minimization of the conditional value-at-risk, a tail-risk measure replacing the variance; and the Black–Litterman model, designed to address issues appearing in mean variance optimization. The classical implementation of these optimization techniques using moving windows of historical asset return data is developed.
生气地
发表于 2025-3-23 17:00:48
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excrete
发表于 2025-3-23 20:56:17
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小官
发表于 2025-3-24 01:53:16
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从容
发表于 2025-3-24 03:32:27
F. J. Otto,H. Oldiges,V. K. Jaincts of asset prices, increasing the accuracy of option prices. This chapter details the application of a double subordinated model to capture the mean, variance, skewness, and kurtosis, as well as intrinsic time features of the return process for one of the optimized domestic REIT portfolios.
Amendment
发表于 2025-3-24 10:20:55
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Dna262
发表于 2025-3-24 12:42:53
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Processes
发表于 2025-3-24 18:38:16
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Salivary-Gland
发表于 2025-3-24 22:13:16
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持续
发表于 2025-3-24 23:13:22
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