Affiliation of Author(s): : 县域发展研究院
Title of Paper: : 基于Black-Litterman模型的沪深港基金动态资产配置研究
Journal: : 投资研究
Key Words: : 沪深港基金;;动态资产配置;;VAR模型;;Black-Litterman模型
All the Authors: : Qiao Yuanbo
First Author: : 韩焯林
Indexed by: : Unit Twenty Basic Research
Document Code: : 76622
Issue: : 04
Translation or Not: : no
Date of Publication: : 2018-04-10
Associate Professor
Gender : Male
Alma Mater : 清华大学
Education Level : With Certificate of Graduation for Doctorate Study
Degree : Doctoral Degree in Economics
Status : Employed
School/Department : 县域发展研究院
Date of Employment : 2016-10-18
The Last Update Time : ..
