An analytic solution for multi-period uncertain portfolio selection problem
Bo Li, Yufei Sun, Kok Lay Teo
| Year of publication: |
2022
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|---|---|
| Authors: | Li, Bo ; Sun, Yufei ; Teo, Kok Lay |
| Published in: |
Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty. - Dordrecht [u.a.] : Springer Science + Business Media B.V., ISSN 1573-2908, ZDB-ID 2065595-2. - Vol. 21.2022, 2, p. 319-333
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| Subject: | Analytic solution | Minimax risk measure | Portfolio selection | Uncertain variable | Portfolio-Management | Theorie | Theory | Risiko | Risk | Risikomaß | Risk measure | Entscheidung unter Unsicherheit | Decision under uncertainty |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10700-021-09367-8 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013186173