Dynamic optimal portfolio with maximum absolute deviation model (Q454257): Difference between revisions

@@ Property / author @@
-Shou-Yang Wang
@@ Property / author: Shou-Yang Wang / rank @@
-Normal rank
@@ Property / author @@
+Shou-Yang Wang
@@ Property / author: Shou-Yang Wang / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G10
@@ Property / Mathematics Subject Classification ID: 91G10 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+C39
@@ Property / Mathematics Subject Classification ID: 90C39 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G80
@@ Property / Mathematics Subject Classification ID: 91G80 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+L20
@@ Property / Mathematics Subject Classification ID: 49L20 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+C05
@@ Property / Mathematics Subject Classification ID: 90C05 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6088787
@@ Property / zbMATH DE Number: 6088787 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+portfolio optimization
@@ Property / zbMATH Keywords: portfolio optimization / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+dynamic programming
@@ Property / zbMATH Keywords: dynamic programming / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+maximum absolute deviation
@@ Property / zbMATH Keywords: maximum absolute deviation / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1007/s10898-012-9887-2
+Normal rank
@@ Property / OpenAlex ID @@
+W2151950358
@@ Property / OpenAlex ID: W2151950358 / rank @@
+Normal rank
@@ Property / cites work @@
+Portfolio Optimization Under a Minimax Rule
@@ Property / cites work: Portfolio Optimization Under a Minimax Rule / rank @@
+Normal rank
@@ Property / cites work @@
+Notes: A Reformulation of a Mean-Absolute Deviation Portfolio Optimization Model
+Normal rank
@@ Property / cites work @@
+PIECEWISE LINEAR RISK FUNCTION AND PORTFOLIO OPTIMIZATION
+Normal rank
@@ Property / cites work @@
+Equilibrium relations in a capital asset market: A mean absolute deviation approach
+Normal rank
@@ Property / cites work @@
+PORTFOLIOS WITH RESERVE COEFFICIENT
@@ Property / cites work: PORTFOLIOS WITH RESERVE COEFFICIENT / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic Dominance and Expected Utility: Survey and Analysis
+Normal rank
@@ Property / cites work @@
+Optimal Dynamic Portfolio Selection: Multiperiod Mean-Variance Formulation
+Normal rank
@@ Property / cites work @@
+Dynamic Mean-Variance Portfolio Selection with No-Shorting Constraints
+Normal rank
@@ Property / cites work @@
+From stochastic dominance to mean-risk models: Semideviations as risk measures
+Normal rank
@@ Property / cites work @@
+Portfolio selection problem with minimax type risk function
+Normal rank
@@ Property / cites work @@
+Efficient and optimal portfolios by homogeneous programming
+Normal rank
@@ Property / cites work @@
+Q3371141
@@ Property / cites work: Q3371141 / rank @@
+Normal rank
@@ Property / cites work @@
+Dynamic portfolio optimization with risk control for absolute deviation model
+Normal rank
@@ Property / cites work @@
+Continuous-time mean-variance portfolio selection: a stochastic LQ framework
+Normal rank
@@ Property / cites work @@
+Risk Control Over Bankruptcy in Dynamic Portfolio Selection: A Generalized Mean-Variance Formulation
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:454257