Chance-constrained multiperiod mean absolute deviation uncertain portfolio selection (Q2313749)
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scientific article; zbMATH DE number 7084380
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| English | Chance-constrained multiperiod mean absolute deviation uncertain portfolio selection |
scientific article; zbMATH DE number 7084380 |
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Chance-constrained multiperiod mean absolute deviation uncertain portfolio selection (English)
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23 July 2019
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chance-constrained programming
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uncertainty measure
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multiperiod portfolio optimization
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mean absolute deviation model
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the discrete iteration method
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0.9332684874534608
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0.8801721930503845
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0.877310574054718
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0.8605868816375732
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