Portfolio Selection with Multiple Time Horizons: A Mean Variance—Stochastic Goal Programming Approach (Q6160277): Difference between revisions
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Revision as of 08:43, 30 July 2024
scientific article; zbMATH DE number 7683617
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Portfolio Selection with Multiple Time Horizons: A Mean Variance—Stochastic Goal Programming Approach |
scientific article; zbMATH DE number 7683617 |
Statements
Portfolio Selection with Multiple Time Horizons: A Mean Variance—Stochastic Goal Programming Approach (English)
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9 May 2023
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portfolio selection
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time horizon
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risk aversion
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investor's preferences
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mean variance-stochastic goal programming (EV-SGP)
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