Multiperiod mean absolute deviation uncertain portfolio selection with real constraints

DOI10.1007/s00500-018-3176-zzbMath1418.91495OpenAlexW2795718043WikidataQ130036688 ScholiaQ130036688MaRDI QIDQ2318272

Yanyan Li

Publication date: 14 August 2019

Published in: Soft Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00500-018-3176-z

zbMATH Keywords

uncertainty theorymultiperiod portfolio optimizationmean absolute deviation modeldiscrete iteration methoduncertain modeling

Mathematics Subject Classification ID

Portfolio theory (91G10)

Related Items (3)

Intuitionistic fuzzy optimistic and pessimistic multi-period portfolio optimization models ⋮ Elliptic entropy of uncertain random variables with application to portfolio selection ⋮ Multi-period portfolio selection with mental accounts and realistic constraints based on uncertainty theory

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