Multi-period semi-variance portfolio selection: model and numerical solution
From MaRDI portal
Publication:990653
DOI10.1016/j.amc.2007.04.036zbMath1193.91146OpenAlexW2017205271MaRDI QIDQ990653
Wei Yan, Rong Miao, Shu-Rong Li
Publication date: 1 September 2010
Published in: Applied Mathematics and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.amc.2007.04.036
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