Credibilitic mean-variance model for multi-period portfolio selection problem with risk control

Wei-guo Zhang; Yong-jun Liu

Year of publication:	2014
Authors:	Zhang, Wei-guo ; Liu, Yong-jun
Published in:	OR spectrum : quantitative approaches in management. - Berlin : Springer, ISSN 0171-6468, ZDB-ID 2073885-7. - Vol. 36.2014, 1, p. 113-132
Subject:	Multi-period portfolio selection \| Credibility measure \| Mean-variance model \| Hybrid genetic algorithm \| Portfolio-Management \| Portfolio selection \| Evolutionärer Algorithmus \| Evolutionary algorithm \| Theorie \| Theory \| Mathematische Optimierung \| Mathematical programming

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