Credibilistic multi-period portfolio optimization based on scenario tree
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Publication:2148251
DOI10.1016/J.PHYSA.2017.11.058zbMATH Open1493.91115OpenAlexW2769275983MaRDI QIDQ2148251FDOQ2148251
Authors: Negin Mohebbi, Amir Abbas Najafi 
Publication date: 23 June 2022
Published in: Physica A (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.physa.2017.11.058
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Cited In (4)
- No-arbitrage conditions, scenario trees, and multi-asset financial optimization
- Robust scenario optimization based on downside-risk measure for multi-period portfolio selection
- Multi-period portfolio selection with investor views based on scenario tree
- Practical arbitrage‐free scenario tree reduction methods and their applications in financial optimization
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