Open AccessMultiperiod mean semi-absolute deviation interval portfolio selection with entropy constraints
Author(s) -
Peng Zhang
Publication year - 2016
Publication title -
journal of industrial and management optimization
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.325
H-Index - 32
eISSN - 1553-166X
pISSN - 1547-5816
DOI - 10.3934/jimo.2016067
Subject(s) - portfolio , portfolio optimization , mathematical optimization , standard deviation , interval (graph theory) , mathematics , diversification (marketing strategy) , entropy (arrow of time) , expected return , econometrics , computer science , economics , statistics , financial economics , business , physics , combinatorics , marketing , quantum mechanics
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