Yang, Li; Chen, Zhiping; Hu, Qianhui - In: China Finance Review International 4 (2014) 4, pp. 360-384
Purpose – To help investors find an investment policy with strong competitiveness, the purpose of this paper is to construct a multi-period investment decision model with practicality and superior performance. Design/methodology/approach – The paper uses a suitable multi-period risk measure...
