Multiobjective portfolio optimization : forecasting and evaluation under investment horizon heterogeneity
Xingyu Dai, Dongna Zhang, Chi Keung Marco Lau, Qunwei Wang
| Year of publication: |
2023
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|---|---|
| Authors: | Dai, Xingyu ; Zhang, Dongna ; Lau, Chi Keung ; Wang, Qunwei |
| Published in: |
Journal of forecasting. - New York, NY : Wiley Interscience, ISSN 1099-131X, ZDB-ID 2001645-1. - Vol. 42.2023, 8, p. 2167-2196
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| Subject: | allocation forecasting | GAS-D-Vine-Copula | multiobjective optimization | multitimescale analysis | portfolio evaluation | Portfolio-Management | Portfolio selection | Multikriterielle Entscheidungsanalyse | Multi-criteria analysis | Theorie | Theory | Prognoseverfahren | Forecasting model | Mathematische Optimierung | Mathematical programming |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/for.3010 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10014432869