Multi-period portfolio selection with investor views based on scenario tree
type: Item
instance of: scholarly article
title: Multi-period portfolio selection with investor views based on scenario tree
author: Daping Zhao
author: Lin Bai
author: Yong Fang
author: Shouyang Wang
published in: Applied Mathematics and Computation
publication date: 2022-01-27T00:00:00Z
Mathematics Subject Classification ID: 91Gxx
Mathematics Subject Classification ID: 90Cxx
Mathematics Subject Classification ID: 91Bxx
zbMATH DE Number: 7465268
zbMATH Keywords: portfolio selection
zbMATH Keywords: multi-period
zbMATH Keywords: investor views
zbMATH Keywords: scenario tree
zbMATH Keywords: optimization
MaRDI profile type: Publication
full work available at URL: j.amc.2021.126813
OpenAlex ID: W3216275754
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DOI: 10.1016/J.AMC.2021.126813
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description: scientific article; zbMATH DE number 7465268