【作者(必填)】
Marcos López de Prado
【文题(必填)】
Building Diversified Portfolios that Outperform Out of Sample
【年份(必填)】2016
【全文链接或数据库名称(选填)】
The Journal of Portfolio ManagementSummer 2016, Vol. 42, No. 4: pp. 59-69
DOI: 10.3905/jpm.2016.42.4.059
http://www.iijournals.com/doi/abs/10.3905/jpm.2016.42.4.059