A multi-period portfolio selection optimization model by using interval analysis
Yong-Jun Liu; Wei-Guo Zhang; Pu Zhang
| Year of publication: |
2013
|
|---|---|
| Authors: | Liu, Yong-jun ; Zhang, Wei-guo ; Zhang, Pu |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 33.2013, p. 113-119
|
| Subject: | Multi-period portfolio selection | Mean-variance | Liquidity | Entropy | Interval coefficients | PSO algorithm | Portfolio-Management | Portfolio selection | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Entropie | Algorithmus | Algorithm |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010192031