Empirical research on dynamic portfolio and performance evaluation with multi-constraints

MaRDI QIDQ2823804zbMATH OpenFDO

Authors Guang Liu

Publication date 6 October 2016

Published in Journal of Guangzhou University. Natural Science Edition (Search for Journal in Brave)

zbMATH Keywords

performance evaluationdynamic portfoliomulti-constraintsmean-variance rule

Mathematics Subject Classification ID

Statistical methods; risk measures (91G70) Portfolio theory (91G10)

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