Methods for system selection based on sequential mean-variance analysis
Year of publication: |
2018
|
---|---|
Authors: | Batur, Demet ; Wang, Lina ; Choobineh, F. Fred |
Published in: |
INFORMS journal on computing : JOC. - Catonsville, MD : INFORMS, ISSN 1091-9856, ZDB-ID 1316077-1. - Vol. 30.2018, 4, p. 724-738
|
Subject: | risk | variance | mean | selection procedure | simulation | Theorie | Theory | Simulation | Portfolio-Management | Portfolio selection |
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