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A multi-period portfolio selection optimization model by using interval analysis
Liu, Yong-jun
;
Zhang, Wei-guo
;
Zhang, Pu
- In:
Economic modelling
33
(
2013
),
pp. 113-119
Persistent link: https://www.econbiz.de/10010192031
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Parameter identification in mixed Brownian-fractional Brownian motions using Powell's optimization algorithm
Zhang, Pu
;
Sun, Qi
;
Xiao, Wei-lin
- In:
Economic modelling
40
(
2014
),
pp. 314-319
Persistent link: https://www.econbiz.de/10010425614
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