School of Statistics and Information, Shanghai University of International Business and Economics, Shanghai, China
School of Statistics and Information, Shanghai University of International Business and Economics, Shanghai, China
School of Statistics and Information, Shanghai University of International Business and Economics, Shanghai, China
Copyright © 2020 Yajie Yang, Yipin Zhu, Xia Zhao et al. This is
an open access article distributed under the Creative Commons Attribution
License, which permits unrestricted use, distribution, and reproduction in any
medium, provided the original work is properly cited.
How to Cite this Article
Yang, Y. , Zhu, Y. and Zhao, X. (2020) Portfolio Research Based on Mean-Realized Variance-CVaR and Random Matrix Theory under High-Frequency Data.
Journal of Financial Risk Management,
9, 480-493. doi:
10.4236/jfrm.2020.94026.