Knowledge-based scenario tree generation methods and application in multiperiod portfolio selection problem

DOI10.1002/ASMB.1970MaRDI QIDQ6570573

Zhiping Chen, Daobao Xu

Publication date: 10 July 2024

Published in: Applied Stochastic Models in Business and Industry (Search for Journal in Brave)

zbMATH Keywords

scenario treehistorical data\(K\)-meansmoment matchingdynamic portfolio selection

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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