Institution: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
First Author:韩焯林
All the Authors:乔元波
Document Code:76622
Issue:04
Translation or Not:No
Date of Publication:2018-04
Release Time:2019-10-25
Associate Professor
Supervisor of Master's Candidates
Gender : Male
Alma Mater : 清华大学
Education Level : With Certificate of Graduation for Doctorate Study
Degree : Doctoral Degree in Economics
School/Department : 县域发展研究院
Date of Employment : 2016-10
Faculty/School : Institute for Studies in County Development
The Last Update Time : ..
