Shi, Kai (2024) Optimization Analysis of Portfolio Method Based on High Order Moment. In: Proceedings of the 3rd International Conference on Big Data Economy and Digital Management, BDEDM 2024, January 12–14, 2024, Ningbo, China.
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Abstract
In this paper, a dynamic high order moment parametric portfolio investment decision model (B-S-K) is proposed to solve the deficiency of risk measurement model in existing high order moment portfolio investment models. This model uses MIDAS-QR model and parametric portfolio investment strategy to im
| Item Type: | Conference or Workshop Item (UNSPECIFIED) |
|---|---|
| Date Deposited: | 04 Mar 2026 17:41 |
| Last Modified: | 16 Apr 2026 23:20 |
| URI: | http://eprints.eai.eu/id/eprint/49421 |
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