Daping Zhao

From MaRDI portal



List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Multi-period portfolio selection with investor views based on scenario tree
Applied Mathematics and Computation
2022-01-27Paper
VaR-based risk parity investment strategy and its application2021-04-26Paper
Portfolio selection based on Bayesian theory
Mathematical Problems in Engineering
2020-02-20Paper
Fuzzy views on Black-Litterman portfolio selection model
Journal of Systems Science and Complexity
2018-11-08Paper
Scenario generation and portfolio selection in bear market with GARCH models2018-05-25Paper


Research outcomes over time


This page was built for person: Daping Zhao