Multi-period mean-semivariance portfolio optimization based on uncertain measure
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Publication:2318547
DOI10.1007/s00500-018-3281-zzbMath1418.91458OpenAlexW2806935515MaRDI QIDQ2318547
Wei Chen, Dan-Dan Li, Shan Lu, Wei-Yi Liu
Publication date: 15 August 2019
Published in: Soft Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00500-018-3281-z
uncertain variableimperialist competitive algorithmcardinality constraintmulti-period portfolio optimizationsemivariance
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