Time-consistent multiperiod mean semivariance portfolio selection with the real constraints
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Publication:1983719
DOI10.3934/jimo.2020039zbMath1476.91164OpenAlexW3007917322MaRDI QIDQ1983719
Publication date: 10 September 2021
Published in: Journal of Industrial and Management Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3934/jimo.2020039
transaction costscardinality constraintstime-consistencydiscrete approximate iteration methodmultiperiod mean semivariance portfolio selection
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Cites Work
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