//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~accessRights:"restricted"
~person:"Li, Xiaoyue"
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
Introduction to the Special Is...
Similar by person
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Finance
1
Forecasting model
1
Model predictive control
1
Multi-period portfolio optimization
1
Portfolio selection
1
Portfolio-Management
1
Prognoseverfahren
1
Risiko
1
Risk
1
Risk parity
1
Theorie
1
Theory
1
more ...
less ...
Online availability
All
Undetermined
Free
3
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Li, Xiaoyue
Mulvey, John M.
26
Kim, Woo Chang
3
Reus, Lorenzo
2
Rosenbaum, Daniel P.
2
Shetty, Bala
2
Uysal, A. Sinem
2
Bae, Geum Il
1
Beck, Michael P.
1
Crowder, Harlan P.
1
Dyer, James S.
1
Erkan, Hafize G.
1
Fabozzi, Frank J.
1
Gu, Junhan
1
Guerard, John Baynard
1
Kim, Jang Ho
1
Konicz, Agnieszka Karolina
1
Lin, Changle
1
Poor, H. Vincent
1
Su, Di-Jia
1
Sun, Yifan
1
Ural, Cenk
1
Vladimirou, Hercules
1
Wang, Mengdi
1
Ye, Jing
1
Zenios, Stavros A.
1
Zhang, Zhuojuan
1
more ...
less ...
Published in...
All
European journal of operational research : EJOR
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Multi-period portfolio optimization using model predictive control with mean-variance and risk parity frameworks
Li, Xiaoyue
;
Uysal, A. Sinem
;
Mulvey, John M.
- In:
European journal of operational research : EJOR
299
(
2022
)
3
,
pp. 1158-1176
Persistent link: https://www.econbiz.de/10013207254
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->