scientific article; zbMATH DE number 2219397
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Publication:5698115
zbMATH Open1091.91043MaRDI QIDQ5698115FDOQ5698115
Authors: Hongbing Zhang, Gao Ming Li, Tao di 
Publication date: 27 October 2005
Title of this publication is not available (Why is that?)
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Cited In (9)
- A new multi-period portfolio selection model under the factor model
- Mean-AVaR based portfolio balanced analysis
- Multi-period semi-variance portfolio selection: model and numerical solution
- Horses for courses: mean-variance for asset allocation and \(1/N\) for stock selection
- Bayesian portfolio selection with multi-variate random variance models
- A class of multi-period semi-variance portfolio for petroleum exploration and development
- A symmetric Gauss-Seidel based method for a class of multi-period mean-variance portfolio selection problems
- Generalized Markowitz mean–variance principles for multi–period portfolio–selection problems
- A multi-period mean-variance portfolio selection with serially correlated returns of risky assets
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