A class of multi-period semi-variance portfolio for petroleum exploration and development

DOI10.1080/00207721.2011.555011zbMath1307.91162OpenAlexW2063330934MaRDI QIDQ2935086

Caineng Zou, Wei Yan, Qiulin Guo, Yujuan Guo, Jian-Zhong Li

Publication date: 22 December 2014

Published in: International Journal of Systems Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207721.2011.555011

zbMATH Keywords

portfoliohybrid GA with PSOexploration and developmentmulti-period semi-variance

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Approximation methods and heuristics in mathematical programming (90C59) Portfolio theory (91G10)

Related Items (5)

Diversified models for portfolio selection based on uncertain semivariance ⋮ Uncertain programming models for portfolio selection with uncertain returns ⋮ Portfolio decision analysis: recent developments and future prospects ⋮ Fuzzy portfolio model with fuzzy-input return rates and fuzzy-output proportions ⋮ A mean-field formulation for the mean-variance control of discrete-time linear systems with multiplicative noises

Cites Work

• Continuous-time mean-variance portfolio selection: a stochastic LQ framework
• A class of portfolio selection with a four-factor futures price model
• Optimal Dynamic Portfolio Selection: Multiperiod Mean-Variance Formulation
• Mean-variance-skewness model for portfolio selection with transaction costs

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