Dynamic optimal capital growth with risk constraints
Luo Yong; Zhu Bo; Tang Yong
| Year of publication: |
2013
|
|---|---|
| Authors: | Yong, Luo ; Zhu, Bo ; Yong, Tang |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 30.2013, p. 586-594
|
| Subject: | Capital growth | Risk metrics | Drawdown | Portfolio optimization | Simulated annealing | Portfolio-Management | Portfolio selection | Risikomaß | Risk measure | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Wirtschaftswachstum | Economic growth | Risiko | Risk |
| Extent: | graph. Darst. |
|---|---|
| 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/10009708829