Multi-period portfolio selection with investor views based on scenario tree
From MaRDI portal
Publication:2073082
DOI10.1016/j.amc.2021.126813MaRDI QIDQ2073082
Lin Bai, Yong Fang, Daping Zhao, Shou-Yang Wang
Publication date: 27 January 2022
Published in: Applied Mathematics and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.amc.2021.126813
90Cxx: Mathematical programming
91Bxx: Mathematical economics
91Gxx: Actuarial science and mathematical finance
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Cites Work
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