Multi-period portfolio optimization under possibility measures
Xili Zhang; Weiguo Zhang; Weilin Xiao
| Year of publication: |
2013
|
|---|---|
| Authors: | Zhang, Xili ; Zhang, Weiguo ; Xiao, Weilin |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 35.2013, p. 401-408
|
| Subject: | Multi-period portfolio selection | Possibility theory | Central value | Partial swarm optimization (PSO) | Portfolio-Management | Portfolio selection | Theorie | Theory | Mathematische Optimierung | Mathematical programming |
| 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/10010259788