Survey on multi-period mean-variance portfolio selection model
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Publication:2676167
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Cites work
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- scientific article; zbMATH DE number 7307478 (Why is no real title available?)
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Cited in
(6)- A class of multi-period semi-variance portfolio selection with a four-factor futures price model
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- A unified algorithm framework for mean-variance optimization in discounted Markov decision processes
- Reinforcement learning for continuous-time mean-variance portfolio selection in a regime-switching market
- Nonconvex multi-period mean-variance portfolio optimization
- Cardinality constrained multi-period mean-variance portfolio optimization with regime-switching parameters
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