Time-consistent multiperiod mean semivariance portfolio selection with the real constraints
type: Item
instance of: scholarly article
title: Time-consistent multiperiod mean semivariance portfolio selection with the real constraints
zbMATH Open document ID: 1476.91164
author: Yanyan Li
published in: Journal of Industrial and Management Optimization
publication date: 2021-09-10T00:00:00Z
Mathematics Subject Classification ID: 91G10
Mathematics Subject Classification ID: 90C39
zbMATH DE Number: 7394159
zbMATH Keywords: multiperiod mean semivariance portfolio selection
zbMATH Keywords: transaction costs
zbMATH Keywords: cardinality constraints
zbMATH Keywords: time-consistency
zbMATH Keywords: discrete approximate iteration method
MaRDI profile type: Publication
full work available at URL: jimo.2020039
OpenAlex ID: W3007917322
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DOI: 10.3934/JIMO.2020039
description: scientific article; zbMATH DE number 7394159