Multistage portfolio optimization with var as risk measure

International Journal of Innovative Computing, Information and Control

Volumn 3, Issue 3, 2007, Pages 709-724

  Xu, Chunhui ^a   Wang, Jie ^a   Shiba, Naoki ^a  

^a CHIBA INSTITUTE OF TECHNOLOGY   (Japan)

Author keywords

Multistage portfolio optimization; Portfolio management; Soft optimization approach; Value at Risk

Indexed keywords

EID: 39049133841     PISSN: 13494198     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

References (15)

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