scientific article

zbMATH Open1374.91110MaRDI QIDQ2983907

Peng Zhang, Yanfei Shu

Publication date: 17 May 2017

Title of this publication is not available (Why is that?)

zbMATH Keywords

transaction costsborrowing constraintsmulti-period portfolio selectionforward dynamic programming methodmean-entropy

Mathematics Subject Classification ID

Fuzzy and other nonstochastic uncertainty mathematical programming (90C70) Portfolio theory (91G10)

Related Items (1)

Portfolio selection using \(\lambda\) mean and hybrid entropy

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