MULTIPERIOD CREDIBILITIC MEAN SEMI-ABSOLUTE DEVIATION PORTFOLIO SELECTION (Q4553384)
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scientific article; zbMATH DE number 6971028
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | MULTIPERIOD CREDIBILITIC MEAN SEMI-ABSOLUTE DEVIATION PORTFOLIO SELECTION |
scientific article; zbMATH DE number 6971028 |
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2 November 2018
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finance
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multiperiod portfolio selection
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mean semi-absolute deviation
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entropy constraints
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forward dynamic programming method
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MULTIPERIOD CREDIBILITIC MEAN SEMI-ABSOLUTE DEVIATION PORTFOLIO SELECTION (English)
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