Portfolio investment based on a mixture of experimental designs

MaRDI QIDQ4902001zbMATHFDO

Authors Fei Yan, Chongqi Zhang

Publication date 24 January 2013

zbMATH Keywords

portfolio riskG-optimalitymixture of experimental designssecurity portfolio investment

Mathematics Subject Classification ID

Portfolio theory (91G10)

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• Multiobjective portfolio optimization of ARMA-GARCH time series based on experimental designs

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