A class of multi-period semi-variance portfolio selection with a four-factor futures price model
type: Item
instance of: scholarly article
title: A class of multi-period semi-variance portfolio selection with a four-factor futures price model
zbMATH Open document ID: 1183.91174
author: Wei Yan
author: Shurong Li
published in: Journal of Applied Mathematics and Computing
publication date: 2009-10-26T00:00:00Z
Mathematics Subject Classification ID: 91G10
Mathematics Subject Classification ID: 91G20
Mathematics Subject Classification ID: 91G70
Mathematics Subject Classification ID: 62M45
Mathematics Subject Classification ID: 68T05
zbMATH DE Number: 5620559
zbMATH Keywords: four-factor model
zbMATH Keywords: multi-period semi-variance portfolio
zbMATH Keywords: exchange rate
zbMATH Keywords: futures
zbMATH Keywords: hybrid GA with PSO
MaRDI profile type: Publication
full work available at URL: s12190-008-0086-8
OpenAlex ID: W2012587101
cites work: Q4035101
cites work: Q4794152
DOI: 10.1007/S12190-008-0086-8
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description: scientific article; zbMATH DE number 5620559