A class of multi-period semi-variance portfolio selection with a four-factor futures price model (Q1032527)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A class of multi-period semi-variance portfolio selection with a four-factor futures price model |
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A class of multi-period semi-variance portfolio selection with a four-factor futures price model (English)
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26 October 2009
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four-factor model
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multi-period semi-variance portfolio
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exchange rate
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futures
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hybrid GA with PSO
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