Multi-period possibilistic mean semivariance portfolio selection with cardinality constraints and its algorithm (Q894537): Difference between revisions

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Property / DOI: 10.1007/s10852-014-9268-6 / rank
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Latest revision as of 07:31, 10 December 2024

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Multi-period possibilistic mean semivariance portfolio selection with cardinality constraints and its algorithm
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    Multi-period possibilistic mean semivariance portfolio selection with cardinality constraints and its algorithm (English)
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    1 December 2015
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    multi-period possibilistic portfolio selection
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    mean semivariance
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    cardinality constraints
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    transaction costs
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    forward dynamic programming method
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