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Search: subject:"Multi-period mean-variance portfolio selection"
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Dynamic programming
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Dynamische Optimierung
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Multi-period mean-variance portfolio selection
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dynamic programming
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Keykhaei, Reza
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Li, Duan
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European journal of operational research : EJOR
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RAIRO / Operations research
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Mean-variance portfolio selection with an uncertain exit-time in a regime-switching market
Keykhaei, Reza
- In:
RAIRO / Operations research
53
(
2019
)
4
,
pp. 1171-1186
Persistent link: https://www.econbiz.de/10012118960
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Multi-period
mean-variance
portfolio
selection
with stochastic interest rate and uncontrollable liability
Yao, Haixiang
;
Li, Zhongfei
;
Li, Duan
- In:
European journal of operational research : EJOR
252
(
2016
)
3
,
pp. 837-851
Persistent link: https://www.econbiz.de/10011472346
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