Dynamic portfolio optimization with risk control for absolute deviation model
Mei Yu; Satoru Takahashi; Hiroshi Inoue; Shouyang Wang
| Year of publication: |
2010
|
|---|---|
| Authors: | Yu, Mei ; Takahashi, Satoru ; Inoue, Hiroshi ; Wang, Shouyang |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 201.2010, 2 (1.3.), p. 349-364
|
| Subject: | Portfolio-Management | Portfolio selection | Mathematische Optimierung | Mathematical programming | Dynamische Optimierung | Dynamic programming |
| 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/10003924478