Multi-period semi-variance portfolio selection: model and numerical solution (Q990653)
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scientific article; zbMATH DE number 5777110
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| English | Multi-period semi-variance portfolio selection: model and numerical solution |
scientific article; zbMATH DE number 5777110 |
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Multi-period semi-variance portfolio selection: model and numerical solution (English)
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1 September 2010
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semi-variance
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multi-period portfolio selection
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efficient frontier
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PSO algorithm
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0.9017029404640198
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0.8088566064834595
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0.7917798161506653
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