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A bi-level programming framework for identifying optimal parameters in portfolio selection
Jing, Kui; Xu, Fengmin; Li, Xuepeng - In: International transactions in operational research : a … 29 (2022) 1, pp. 87-112
Persistent link: https://www.econbiz.de/10012630726
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ESG portfolio for TDFs with time-varying higher moments and cardinality constraint
Liu, Wenling; Jing, Kui - In: International transactions in operational research : a … 31 (2024) 6, pp. 4270-4295
Persistent link: https://www.econbiz.de/10014636308