Nonconvex multi-period mean-variance portfolio optimization

Location
Deutsche Nationalbibliothek Frankfurt am Main
Extent
1 Online-Ressource.
Language
Englisch

Bibliographic citation
Nonconvex multi-period mean-variance portfolio optimization ; day:27 ; month:7 ; year:2023 ; pages:1-28
Annals of operations research ; (27.7.2023), 1-28

Creator
Wu, Zhongming
Xie, Guoyu
Ge, Zhili
De Simone, Valentina
Contributor
SpringerLink (Online service)

DOI
10.1007/s10479-023-05524-x
URN
urn:nbn:de:101:1-2023112913393254202429
Rights
Open Access; Der Zugriff auf das Objekt ist unbeschränkt möglich.
Last update
15.08.2025, 7:22 AM CEST

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Associated

  • Wu, Zhongming
  • Xie, Guoyu
  • Ge, Zhili
  • De Simone, Valentina
  • SpringerLink (Online service)

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