Multi-stage international portfolio selection with factor-based scenario tree generation
Zhiping Chen, Bingbing Ji, Jia Liu, Yu Mei
| Year of publication: |
2025
|
|---|---|
| Authors: | Chen, Zhiping ; Ji, Bingbing ; Liu, Jia ; Mei, Yu |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer Science + Business Media B.V., ISSN 1572-9974, ZDB-ID 1477445-8. - Vol. 66.2025, 1, p. 35-75
|
| Subject: | Copula | Factor model | International portfolio selection | Scenario tree | Stochastic programming | Portfolio-Management | Portfolio selection | Stochastischer Prozess | Stochastic process | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Multivariate Verteilung | Multivariate distribution |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10614-024-10699-x [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015590473