基于因子模型的高阶矩估计及其投资组合研究
Release time:2024-08-19
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- Affiliation of Participant(s):
- 重庆工商大学
- Leading Scientist:
- Wang Jianye
- Supported by:
- 重庆工商大学
- Classification of Project:
- 人文社科类
- Nature of Project:
- 纵
- Supported by:
- 高层次人才科研启动项目
- Project level:
- 5.校级
- Project Number:
- ORO83TNTMN66HXZ25MLNNJ68KPL54TGQ
- Classification of Disciplines:
- Economics
- Date of Project Completion:
- 2024-12-30
- Date of Project Initiation:
- 2021-11-30
- Subsidy Amount(yuan):
- 100000.0
- Pre One:稳健多因素模型协高阶矩非线性压缩估计及其在金融市场的应用


