A class of multi-period semi-variance portfolio selection with a four-factor futures price model (Q1032527)
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scientific article; zbMATH DE number 5620559
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A class of multi-period semi-variance portfolio selection with a four-factor futures price model |
scientific article; zbMATH DE number 5620559 |
Statements
A class of multi-period semi-variance portfolio selection with a four-factor futures price model (English)
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26 October 2009
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four-factor model
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multi-period semi-variance portfolio
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exchange rate
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futures
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hybrid GA with PSO
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0.9520832
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0.88762355
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0.8671715
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0.85830635
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0.85417616
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0.85143673
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0.8513256
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0.8504523
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