Portfolio optimization during the COVID-19 epidemic : based on an improved QBAS algorithm and a dynamic mixed frequency model
Siyao Wei, Pengfei Luo, Jiashan Song, Kunliang Jiang
| Year of publication: |
2025
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| Authors: | Wei, Siyao ; Luo, Pengfei ; Song, Jiashan ; Jiang, Kunliang |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer Science + Business Media B.V., ISSN 1572-9974, ZDB-ID 1477445-8. - Vol. 65.2025, 4, p. 1999-2028
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| Subject: | Chinese stock market | GAS-MIDAS-Copula model | Portfolio optimization | Quantum heuristic algorithm | Portfolio-Management | Portfolio selection | Coronavirus | Mathematische Optimierung | Mathematical programming | China | Algorithmus | Algorithm | Aktienmarkt | Stock market | Theorie | Theory | Epidemie | Epidemic | Heuristik | Heuristics |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10614-024-10621-5 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015590208