A modified Markowitz multi-period dynamic portfolio selection model based on the LDIW-PSO

Shuai Shao, Li-qun Yang, Yuan-biao Zhang & Zhi-hui Meng

Year of publication:	January 2016
Authors:	Shao, Shuai ; Yang, Li-qun ; Zhang, Yuan-biao ; Meng, Zhi-hui
Published in:	International journal of economics and finance. - Toronto, ISSN 1916-971X, ZDB-ID 2531850-0. - Vol. 8.2016, 1, p. 90-98
Subject:	dynamic-portfolio-selection \| Ex-Sharpe \| LDIW-PSO \| mean-variance \| multi-period investment \| Portfolio-Management \| Portfolio selection \| Theorie \| Theory

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