Multiperiod mean semi-absolute deviation interval portfolio selection with entropy constraints (Q2397564)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multiperiod mean semi-absolute deviation interval portfolio selection with entropy constraints |
scientific article |
Statements
Multiperiod mean semi-absolute deviation interval portfolio selection with entropy constraints (English)
0 references
22 May 2017
0 references
multiperiod portfolio selection
0 references
mean semi-absolute deviation
0 references
entropy constraints
0 references
interval numbers
0 references
discrete approximate iteration method
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
