Multi-period mean-semivariance portfolio optimization based on uncertain measure (Q2318547): Difference between revisions
From MaRDI portal
Latest revision as of 05:10, 20 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Multi-period mean-semivariance portfolio optimization based on uncertain measure |
scientific article |
Statements
Multi-period mean-semivariance portfolio optimization based on uncertain measure (English)
0 references
15 August 2019
0 references
multi-period portfolio optimization
0 references
uncertain variable
0 references
semivariance
0 references
cardinality constraint
0 references
imperialist competitive algorithm
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references