Robust online portfolio optimization with cash flows
Benmeng Lyu, Boqian Wu, Sini Guo, Jia-Wen Gu, Wai-Ki Ching
| Year of publication: |
2024
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|---|---|
| Authors: | Lyu, Benmeng ; Wu, Boqian ; Guo, Sini ; Gu, Jia-Wen ; Ching, Wai Ki |
| Published in: |
Omega : the international journal of management science. - Oxford [u.a.] : Elsevier, ISSN 1873-5274, ZDB-ID 1491111-5. - Vol. 129.2024, Art.-No. 103169, p. 1-15
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| Subject: | Decision making | Cash flow | Linear programming | Transaction costs | Robust optimization | Cash Flow | Portfolio-Management | Portfolio selection | Mathematische Optimierung | Mathematical programming | Transaktionskosten | Theorie | Theory | Robustes Verfahren | Robust statistics | Betriebliche Finanzwirtschaft | Managerial finance |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.omega.2024.103169 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015085242