Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Multi-period portfolio selection"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Multi-period portfolio selection
18
Portfolio selection
16
Portfolio-Management
16
Theorie
10
Theory
10
Mathematical programming
7
Mathematische Optimierung
7
Fuzzy sets
5
Fuzzy-Set-Theorie
5
multi-period portfolio selection
4
Evolutionary algorithm
3
Evolutionärer Algorithmus
3
Finance
3
Algorithm
2
Algorithmus
2
Central value
2
Dynamic programming
2
Dynamische Optimierung
2
Entropy
2
Erwartungsnutzen
2
Expected utility
2
Expected utility maximization
2
Genetic algorithm
2
Interval coefficients
2
Liquidity
2
Mean-semivariance
2
Mean-variance model
2
Minimum transaction lots
2
No-shorting
2
PSO algorithm
2
Partial swarm optimization (PSO)
2
Possibility theory
2
Prospect Theory
2
Prospect theory
2
Risikoaversion
2
Risk aversion
2
Simulation
2
Transaction costs
2
Transaktionskosten
2
Adaptive Moment (Adam) Optimization
1
more ...
less ...
Online availability
All
Undetermined
14
Free
2
Type of publication
All
Article
22
Type of publication (narrower categories)
All
Article in journal
16
Aufsatz in Zeitschrift
16
Language
All
English
16
Undetermined
6
Author
All
Liu, Yong-Jun
6
Zhang, Wei-guo
5
Cui, Xiangyu
4
Li, Duan
3
Li, Xun
3
Zhang, Wei-Guo
3
Gao, Jianjun
2
Guo, Sini
2
Li, Xiang
2
Liu, Yong-jun
2
Xiao, Weilin
2
Zhang, Pu
2
Zhang, Weiguo
2
Zhang, Xili
2
Atwi, Majed
1
Blay, Kenneth
1
Chen, Yao-Tsung
1
Ching, Wai Ki
1
Ghosh, Anish
1
Glensk, Barbara
1
Jiang, Hui
1
Jiang, Yifu
1
Kar, Samarjit
1
Kusiak, Steven
1
Lindström, Erik
1
Ling, Aifan
1
Madlener, Reinhard
1
Madsen, Henrik
1
Markowitz, Harry
1
Nystrup, Peter
1
Olmo, Jose
1
Savoulides, Nicholas
1
Shi, Yun
1
Sun, Jie
1
Wang, Meihua
1
Wu, Xianping
1
Xu, Wei-Jun
1
Yang, Hao-Qun
1
Yi, Lan
1
Yu, Lean
1
more ...
less ...
Published in...
All
European journal of operational research : EJOR
4
European Journal of Operational Research
3
Economic Modelling
2
Economic modelling
2
Journal of the Operational Research Society
2
Computational economics
1
Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
1
International journal of computational economics and econometrics : IJCEE
1
International review of economics & finance : IREF
1
Journal of economic dynamics & control
1
Journal of investment management : JOIM
1
OR spectrum : quantitative approaches in management
1
Operations Research and Decisions
1
Quantitative finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
16
RePEc
6
Showing
1
-
10
of
22
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
High-dimensional multi-period portfolio allocation using deep reinforcement learning
Jiang, Yifu
;
Olmo, Jose
;
Atwi, Majed
- In:
International review of economics & finance : IREF
98
(
2025
),
pp. 1-18
Persistent link: https://www.econbiz.de/10015333037
Saved in:
2
Fuzzy
multi-period
portfolio
selection
model with time-varying loss aversion
Liu, Yong-Jun
;
Zhang, Wei-guo
- In:
Journal of the Operational Research Society
72
(
2021
)
4
,
pp. 935-949
Persistent link: https://www.econbiz.de/10012501004
Saved in:
3
Robust
multi-period
portfolio
selection
based on downside risk with asymmetrically distributed uncertainty set
Ling, Aifan
;
Sun, Jie
;
Wang, Meihua
- In:
European journal of operational research : EJOR
285
(
2020
)
1
,
pp. 81-95
Persistent link: https://www.econbiz.de/10012239481
Saved in:
4
Multi-period mean-variance portfolio selection with practical constraints using heuristic genetic algorithms
Chen, Yao-Tsung
;
Yang, Hao-Qun
- In:
International journal of computational economics and …
10
(
2020
)
3
,
pp. 209-221
Persistent link: https://www.econbiz.de/10012271054
Saved in:
5
Multi-period
portfolio
selection
: a practical simulation-based framework
Blay, Kenneth
;
Ghosh, Anish
;
Kusiak, Steven
;
Markowitz, …
- In:
Journal of investment management : JOIM
18
(
2020
)
4
,
pp. 94-129
Persistent link: https://www.econbiz.de/10012589468
Saved in:
6
On product of positive L-R fuzzy numbers and its application to
multi-period
portfolio
selection
problems
Li, Xiang
;
Jiang, Hui
;
Guo, Sini
;
Ching, Wai Ki
- In:
Fuzzy optimization and decision making : a journal of …
19
(
2020
)
1
,
pp. 53-79
Persistent link: https://www.econbiz.de/10012225054
Saved in:
7
Possibilistic moment models for
multi-period
portfolio
selection
with fuzzy returns
Liu, Yong-Jun
;
Zhang, Wei-guo
- In:
Computational economics
53
(
2019
)
4
,
pp. 1657-1686
Persistent link: https://www.econbiz.de/10012135586
Saved in:
8
Multi-period portfolio optimization of power generation assets
Glensk, Barbara
;
Madlener, Reinhard
- In:
Operations Research and Decisions
4
(
2013
),
pp. 20-38
considered. The results of our study show that the application of a model for
multi-period
portfolio
selection
can indeed improve …
Persistent link: https://www.econbiz.de/10010765988
Saved in:
9
Dynamic portfolio optimization across hidden market regimes
Nystrup, Peter
;
Madsen, Henrik
;
Lindström, Erik
- In:
Quantitative finance
18
(
2018
)
1
,
pp. 83-95
Persistent link: https://www.econbiz.de/10011905831
Saved in:
10
A mean-field formulation for multi-period asset–liability mean–variance portfolio selection with an uncertain exit time
Cui, Xiangyu
;
Li, Xun
;
Wu, Xianping
;
Yi, Lan
- In:
Journal of the Operational Research Society
69
(
2018
)
4
,
pp. 487-499
Persistent link: https://www.econbiz.de/10012225172
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
