Open AccessMulti-Period Portfolio Selection with No-Shorting Constraints: Duality Analysis
Author(s) -
Jun Xiong Qi,
Lan Yi
Publication year - 2017
Publication title -
journal of mathematical finance
Language(s) - Uncategorized
Resource type - Journals
eISSN - 2162-2434
pISSN - 2162-2442
DOI - 10.4236/jmf.2017.73040
Subject(s) - portfolio , embedding , martingale (probability theory) , mathematical optimization , constraint (computer aided design) , duality (order theory) , mathematics , portfolio optimization , project portfolio management , selection (genetic algorithm) , mathematical economics , computer science , economics , finance , combinatorics , geometry , management , artificial intelligence , project management
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