Multi‐period portfolio selection with investor views based on scenario tree

2022 ◽  
Vol 418 ◽  
pp. 126813
Author(s):  
Daping Zhao ◽  
Lin Bai ◽  
Yong Fang ◽  
Shouyang Wang
2019 ◽  
Vol 292 (2) ◽  
pp. 849-881 ◽  
Author(s):  
Zhe Yan ◽  
Zhiping Chen ◽  
Giorgio Consigli ◽  
Jia Liu ◽  
Ming Jin

1996 ◽  
Vol 01 (01) ◽  
Author(s):  
T. Lorenzana ◽  
N. Márquez ◽  
S. Sardà
Keyword(s):  

2004 ◽  
Vol 09 (01) ◽  
Author(s):  
Teresa León ◽  
Vicente Liern ◽  
Paulina Marco ◽  
Enriqueta Vercher ◽  
José Vicente Segura

Sign in / Sign up

Export Citation Format

Share Document