scientific article

zbMath1226.91068MaRDI QIDQ3094203

Yonggan Zhao, Ying Ma, Leonard C. MacLean, Kuan Xu

Publication date: 21 October 2011

Full work available at URL: http://www.yokohamapublishers.jp/online2/oppjo/vol7/p281.html

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

portfolio optimizationMarkov regime switchingfactor riskfactor risk neutralsector exchange traded fund

Mathematics Subject Classification ID

Linear programming (90C05) Stochastic programming (90C15) Portfolio theory (91G10)

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