"Time consistent fuzzy multi-period rolling portfolio optimization with ..."

Jiandong Zhou et al. (2017)

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DOI: 10.1007/S12652-017-0478-4

access: closed

type: Journal Article

metadata version: 2022-05-05

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  - https://dblp.org/rec/journals/jaihc/ZhouLKZY17
Jiandong Zhou, Xiang Li, Samarjit Kar, Guoqing Zhang, Haitao Yu:
Time consistent fuzzy multi-period rolling portfolio optimization with adaptive risk aversion factor. J. Ambient Intell. Humaniz. Comput. 8(5): 651-666 (2017)

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