Multi-period portfolio optimization under possibility measures
Year of publication: |
2013
|
---|---|
Authors: | Zhang, Xili ; Zhang, Weiguo ; Xiao, Weilin |
Published in: |
Economic Modelling. - Elsevier, ISSN 0264-9993. - Vol. 35.2013, C, p. 401-408
|
Publisher: |
Elsevier |
Subject: | Multi-period portfolio selection | Possibility theory | Central value | Partial swarm optimization (PSO) |
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