Dynamic optimal portfolio with maximum absolute deviation model
type: Item
instance of: scholarly article
title: Dynamic optimal portfolio with maximum absolute deviation model
zbMATH Open document ID: 1250.91096
author: Mei Yu
author: Shouyang Wang
published in: Journal of Global Optimization
publication date: 2012-10-01T00:00:00Z
Mathematics Subject Classification ID: 91G10
Mathematics Subject Classification ID: 90C39
Mathematics Subject Classification ID: 91G80
Mathematics Subject Classification ID: 49L20
Mathematics Subject Classification ID: 90C05
zbMATH DE Number: 6088787
zbMATH Keywords: portfolio optimization
zbMATH Keywords: dynamic programming
zbMATH Keywords: maximum absolute deviation
MaRDI profile type: Publication
full work available at URL: s10898-012-9887-2
OpenAlex ID: W2151950358
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DOI: 10.1007/S10898-012-9887-2
description: scientific article; zbMATH DE number 6088787