Multiperiod mean semi-absolute deviation interval portfolio selection with entropy constraints (Q2397564)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Multiperiod mean semi-absolute deviation interval portfolio selection with entropy constraints |
scientific article; zbMATH DE number 6722436
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Multiperiod mean semi-absolute deviation interval portfolio selection with entropy constraints |
scientific article; zbMATH DE number 6722436 |
Statements
Multiperiod mean semi-absolute deviation interval portfolio selection with entropy constraints (English)
0 references
22 May 2017
0 references
multiperiod portfolio selection
0 references
mean semi-absolute deviation
0 references
entropy constraints
0 references
interval numbers
0 references
discrete approximate iteration method
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.8510448336601257
0 references
0.8488286137580872
0 references
0.8474428057670593
0 references
0.8367476463317871
0 references
