Multiperiod credibilitic mean semi-absolute deviation portfolio selection (Q4553384)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6971028
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Multiperiod credibilitic mean semi-absolute deviation portfolio selection |
scientific article; zbMATH DE number 6971028 |
Statements
2 November 2018
0 references
finance
0 references
multiperiod portfolio selection
0 references
mean semi-absolute deviation
0 references
entropy constraints
0 references
forward dynamic programming method
0 references
MULTIPERIOD CREDIBILITIC MEAN SEMI-ABSOLUTE DEVIATION PORTFOLIO SELECTION (English)
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.8955590724945068
0 references
0.8948438167572021
0 references
0.86429762840271
0 references
