//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Dynamic Portfolio Theory"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
China
2
Dynamic portfolio theory
2
Linear programming
2
Macroeconomic factors
2
Portfolio investment
2
Portfolio theory
2
Stock markets
2
Asset Pricing
1
Capital Growth
1
Dynamic Modeling
1
Dynamic Portfolio Theory
1
Financial Decision Making
1
Intelligent finance
1
Kelly Strategy
1
Minimum semi-absolute deviations (MSAD) criterion
1
Minimum semi‐absolute deviations (MSAD) criterion
1
Prospect Theory
1
Risk Aversion
1
Static Portfolio Theory
1
Stochastic Dominance
1
Tactical Asset Allocation
1
Utility Theory
1
bull-bear market cycle
1
dynamic portfolio management
1
financial information fusion
1
financial market analysis
1
financial strategic analysis
1
intelligent dynamic portfolio theory
1
multilevel process analysis
1
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
3
Book / Working Paper
1
Type of publication (narrower categories)
All
research-article
1
Language
All
Undetermined
3
English
1
Author
All
Pan, Heping
3
Chen, Li
2
MacLean, Leonard C
1
Ziemba, William T
1
Institution
All
World Scientific Publishing Co. Pte. Ltd.
1
Published in...
All
China Finance Review International
2
New Mathematics and Natural Computation (NMNC)
1
World Scientific Books
1
Source
All
RePEc
3
Other ZBW resources
1
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A
dynamic
portfolio
theory
model based on minimum semi-absolute deviations criterion with an application in the Chinese stock markets
Chen, Li
;
Pan, Heping
- In:
China Finance Review International
3
(
2013
)
June
,
pp. 284-300
Markowitz type lacks the dynamic adaptability to the changing market situations. This paper proposes a
dynamic
portfolio
theory
…
Persistent link: https://www.econbiz.de/10010688402
Saved in:
2
A
dynamic
portfolio
theory
model based on minimum semi‐absolute deviations criterion with an application in the Chinese stock markets
Chen, Li
;
Pan, Heping
- In:
China Finance Review International
3
(
2013
)
3
,
pp. 284-300
Markowitz type lacks the dynamic adaptability to the changing market situations. This paper proposes a
dynamic
portfolio
theory
…
Persistent link: https://www.econbiz.de/10014694566
Saved in:
3
A BASIC THEORY OF INTELLIGENT FINANCE
Pan, Heping
- In:
New Mathematics and Natural Computation (NMNC)
07
(
2011
)
02
,
pp. 197-227
stock markets, the theory exhibits itself in the form of an Intelligent
Dynamic
Portfolio
Theory
, which integrates …
Persistent link: https://www.econbiz.de/10009131022
Saved in:
4
Handbook of the Fundamentals of Financial Decision Making:In 2 Parts
MacLean, Leonard C
(
contributor
); …
-
World Scientific Publishing Co. Pte. Ltd.
Measures and then discusses
Dynamic
Portfolio
Theory
, Tactical Asset Allocation and Asset-Liability Management Using Utility …
Persistent link: https://www.econbiz.de/10011183880
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->