Multi-period possibilistic mean semivariance portfolio selection with cardinality constraints and its algorithm (Q894537)
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scientific article; zbMATH DE number 6515156
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| English | Multi-period possibilistic mean semivariance portfolio selection with cardinality constraints and its algorithm |
scientific article; zbMATH DE number 6515156 |
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Multi-period possibilistic mean semivariance portfolio selection with cardinality constraints and its algorithm (English)
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1 December 2015
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multi-period possibilistic portfolio selection
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mean semivariance
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cardinality constraints
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transaction costs
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forward dynamic programming method
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0.8967269062995911
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0.8794970512390137
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0.8745145797729492
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0.8635798692703247
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