Multi-period mean absolute deviation uncertain portfolio decisions-making with limiting short-selling constraints (Q3385266)
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scientific article; zbMATH DE number 7448297
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Multi-period mean absolute deviation uncertain portfolio decisions-making with limiting short-selling constraints |
scientific article; zbMATH DE number 7448297 |
Statements
17 December 2021
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multi-period portfolio
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mean absolute deviation
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uncertainty theory
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limiting short selling
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discrete approximate iteration method
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0.8355156183242798
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0.8274034261703491
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0.8230921030044556
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0.8041248321533203
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