Multi-period mean-semivariance portfolio optimization based on uncertain measure (Q2318547)
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scientific article; zbMATH DE number 7094624
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| English | Multi-period mean-semivariance portfolio optimization based on uncertain measure |
scientific article; zbMATH DE number 7094624 |
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Multi-period mean-semivariance portfolio optimization based on uncertain measure (English)
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15 August 2019
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multi-period portfolio optimization
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uncertain variable
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semivariance
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cardinality constraint
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imperialist competitive algorithm
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0.9155468
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0.9103902
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0.9085797
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0.9024482
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0.9014931
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