Multi-period portfolio selection problem under uncertain environment with bankruptcy constraint (Q2295230)
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scientific article; zbMATH DE number 7166702
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Multi-period portfolio selection problem under uncertain environment with bankruptcy constraint |
scientific article; zbMATH DE number 7166702 |
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Multi-period portfolio selection problem under uncertain environment with bankruptcy constraint (English)
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12 February 2020
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multi-period portfolio selection
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uncertainty
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optimization
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investment strategy
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0.8404553532600403
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0.823989748954773
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0.8189821839332581
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0.8087546229362488
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0.8059102892875671
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