The progressive removal of short-selling constraints in the Chinese stock market provides us with anatural experiment to......

研究在不允许卖空市场中，当收益协方差矩阵奇异时投资驵合的一些性质，并使用二次规划方法求解投资组合选择问题，获得了最优组合的一种......

Probability criterion has its practical significance, and its investment decision-making is determined by the expected d......