Multi-period portfolio optimization under possibility measures
Year of publication: |
2013
|
---|---|
Authors: | Zhang, Xili ; Zhang, Weiguo ; Xiao, Weilin |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 35.2013, p. 401-408
|
Subject: | Multi-period portfolio selection | Possibility theory | Central value | Partial swarm optimization (PSO) | Theorie | Theory | Portfolio-Management | Portfolio selection | Mathematische Optimierung | Mathematical programming |
-
Multi-period portfolio optimization under possibility measures
Zhang, Xili, (2013)
-
Optimal muli-period mean-variance policy under no-shorting constraint
Cui, Xiangyu, (2014)
-
Credibilitic mean-variance model for multi-period portfolio selection problem with risk control
Zhang, Wei-guo, (2014)
- More ...
-
Xiao, Weilin, (2014)
-
The valuation of equity warrants in a fractional Brownian environment
Xiao, Weilin, (2012)
-
Multi-period portfolio optimization under possibility measures
Zhang, Xili, (2013)
- More ...