Time-consistent multiperiod mean semivariance portfolio selection with the real constraints (Q1983719)
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scientific article; zbMATH DE number 7394159
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Time-consistent multiperiod mean semivariance portfolio selection with the real constraints |
scientific article; zbMATH DE number 7394159 |
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Time-consistent multiperiod mean semivariance portfolio selection with the real constraints (English)
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10 September 2021
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multiperiod mean semivariance portfolio selection
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transaction costs
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cardinality constraints
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time-consistency
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discrete approximate iteration method
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