Multi-period semi-variance portfolio selection: model and numerical solution

DOI10.1016/J.AMC.2007.04.036zbMath1193.91146OpenAlexW2017205271MaRDI QIDQ990653

Wei Yan, Rong Miao, Shu-Rong Li

Publication date: 1 September 2010

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2007.04.036

zbMATH Keywords

efficient frontiermulti-period portfolio selectionPSO algorithmsemi-variance

Mathematics Subject Classification ID

Portfolio theory (91G10)

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