Multi-period semi-variance portfolio selection: model and numerical solution

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Publication:990653

DOI10.1016/J.AMC.2007.04.036zbMATH Open1193.91146OpenAlexW2017205271MaRDI QIDQ990653FDOQ990653


Authors: Wei Yan, Rong Miao, Shurong Li Edit this on Wikidata


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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