An utilities based approach for multi-period dynamic portfolio selection
An utilities based approach for multi-period dynamic portfolio selection
About this item
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Publisher
Heidelberg: Springer Nature B.V
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Language
English
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Publisher
Heidelberg: Springer Nature B.V
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Scope and Contents
Contents
This paper proposed a multi-period dynamic optimal portfolio selection model. Assumptions were made to assure the strictness of reasoning. This Approach depicted the developments and changing of the real stock market and is an attempt to remedy some of the deficiencies of recent researches. The model is a standard form of quadratic programming. Fur...
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Full title
An utilities based approach for multi-period dynamic portfolio selection
Authors, Artists and Contributors
Author / Creator
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Record Identifier
TN_cdi_wanfang_journals_xtkxyxtgcxb_e200703002
Permalink
https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_wanfang_journals_xtkxyxtgcxb_e200703002
Other Identifiers
ISSN
1004-3756
E-ISSN
1861-9576
DOI
10.1007/s11518-007-5051-9
