Dynamic optimal portfolio with maximum absolute deviation model
| Year of publication: |
2012
|
|---|---|
| Authors: | Yu, Mei ; Wang, Shouyang |
| Published in: |
Journal of Global Optimization. - Springer. - Vol. 53.2012, 2, p. 363-380
|
| Publisher: |
Springer |
| Subject: | Portfolio optimization | Dynamic programming | Maximum absolute deviation |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10010557859