基于Copula-APD-GARCH模型的投资组合有效前沿分析

基于Copula-APD-GARCH模型的投资组合有效前沿分析

任仙玲, 叶明确, 张世英

Analysis of Portfolio Efficient Frontier Based on Copula-APD-GARCH Model

REN Xian-Ling, YE Ming-Que, ZHANG Shi-Ying

J4 . 2009, (11): 1528 .