scientific article
From MaRDI portal
Publication:3371141
zbMath1182.91163MaRDI QIDQ3371141
Xiuli Chao, Kin Keung Lai, Mei Yu, Shou-Yang Wang
Publication date: 21 February 2006
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Minimax problems in mathematical programming (90C47) Dynamic programming (90C39) Portfolio theory (91G10)
Related Items (4)
Optimal investment policy in the time consistent mean-variance formulation ⋮ Dynamic optimal portfolio with maximum absolute deviation model ⋮ Dynamic portfolio optimization with risk control for absolute deviation model ⋮ A new fuzzy programming approach for multi-period portfolio optimization with return demand and risk control
This page was built for publication:
