Multi-period portfolio selection problem under uncertain environment with bankruptcy constraint
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Publication:2295230
DOI10.1016/j.apm.2017.12.016zbMath1480.91268OpenAlexW2781296878MaRDI QIDQ2295230
Grace Aw, Bo Li, Yufei Sun, Yuanguo Zhu, Kok Lay Teo
Publication date: 12 February 2020
Published in: Applied Mathematical Modelling (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/20.500.11937/65681
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