Multi-period semi-variance portfolio selection: model and numerical solution
type: Item
instance of: scholarly article
title: Multi-period semi-variance portfolio selection: model and numerical solution
zbMATH Open document ID: 1193.91146
author: Wei Yan
author: Rong Miao
author: Shurong Li
published in: Applied Mathematics and Computation
publication date: 2010-09-01T00:00:00Z
Mathematics Subject Classification ID: 91G10
zbMATH DE Number: 5777110
zbMATH Keywords: semi-variance
zbMATH Keywords: multi-period portfolio selection
zbMATH Keywords: efficient frontier
zbMATH Keywords: PSO algorithm
MaRDI profile type: Publication
full work available at URL: j.amc.2007.04.036
OpenAlex ID: W2017205271
DOI: 10.1016/J.AMC.2007.04.036
description: scientific article; zbMATH DE number 5777110