Behavioral stock portfolio optimization considering holding periods of B-stocks with short-selling
Year of publication: |
2019
|
---|---|
Authors: | Chang, Kuo-Hwa ; Young, Michael Nayat |
Published in: |
Computers & operations research : and their applications to problems of world concern ; an international journal. - Oxford [u.a.] : Elsevier, ISSN 0305-0548, ZDB-ID 194012-0. - Vol. 112.2019, p. 1-19
|
Subject: | B-stocks | Investment | Portfolio selection | Holding period returns | Short-selling | Portfolio-Management | Kapitaleinkommen | Capital income |
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