Comparison of portfolio optimization models with real features: an empirical study based on Chinese stock market
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Publication:3408231
zbMATH Open1197.91176MaRDI QIDQ3408231FDOQ3408231
Authors: Jianyang Hu, Gaoqing Zhang 
Publication date: 25 February 2010
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- Robust portfolio optimization with fuzzy TODIM, genetic algorithm and multi-criteria constraints
- Portfolio optimization model based on conditional value-at-risk
- The effectiveness of incorporating higher moments in portfolio strategies: evidence from the Chinese commodity futures markets
- An empirical analysis of dynamic asset allocation performance in Chinese stock market
- Portfolio construction using bootstrapping neural networks: evidence from global stock market
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