Dynamic mean semi-variance portfolio selection

DOI10.1007/3-540-44860-8_10MaRDI QIDQ4434699zbMATH OpenFDO

Authors Ali Lari-Lavassani, Xun Li

Publication date 26 November 2003

Published in Lecture Notes in Computer Science (Search for Journal in Brave)

Full work available at URL http://link.springer.de/link/service/series/0558/bibs/2657/26570095.htm

Mathematics Subject Classification ID

Portfolio theory (91G10)

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