A dynamic portfolio theory model based on minimum semi-absolute criterion with an application in the Chinese stock markets
Year of publication: |
2013
|
---|---|
Authors: | Chen, Li ; Pan, Heping |
Published in: |
China finance review international. - Bingley : Emerald, ISSN 2044-1398, ZDB-ID 2681650-7. - Vol. 3.2013, 3, p. 284-300
|
Subject: | Portfolio-Management | Portfolio selection | China | Aktienmarkt | Stock market | Theorie | Theory |
-
Du, Jiangze, (2023)
-
Portfolio selection and asset pricing
Wang, Shouyang, (2002)
-
A global-optimal portfolio theory beyond the R-σ model
Liua, Yifan, (2020)
- More ...
-
Chen, Li, (2013)
-
Chen, Li, (2013)
-
A combined CFAHP-FTOPSIS approach for portfolio selection
Chen, Li, (2013)
- More ...