A dynamic decision model for portfolio investment and assets management

DOI10.1631/jzus.2005.AS0163zbMath1117.91360OpenAlexW3146570501MaRDI QIDQ3367450

Edward Y. Qian, Ying Feng, James Higgision

Publication date: 24 January 2006

Published in: Journal of Zhejiang University-SCIENCE A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1631/jzus.2005.as0163

zbMATH Keywords

value-at-riskgeneralized Sharpe's rule

Mathematics Subject Classification ID

Decision theory (91B06) Portfolio theory (91G10)

Cites Work

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