协偏度矩阵 matlab 程序,翻译:均值-方差-偏度熵模型的度量:多目标投资组合方法...

本文综述了多目标投资组合优化领域的多个研究成果,包括考虑高阶矩的投资组合模型、模糊环境下包含交易成本的多目标模型等。这些研究扩展了传统均值-方差模型,为投资者提供更全面的风险收益评估方法。

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