Multi-period portfolio selection model based on investor's views

BO Lin, ZHAO Daping, FANG Yong, WANG Shouyang

Systems Engineering - Theory & Practice ›› 2017, Vol. 37 ›› Issue (8) : 2024-2032.

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Systems Engineering - Theory & Practice ›› 2017, Vol. 37 ›› Issue (8) : 2024-2032. DOI: 10.12011/1000-6788(2017)08-2024-09

Multi-period portfolio selection model based on investor's views

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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2017, 37(8): 2024-2032 https://doi.org/10.12011/1000-6788(2017)08-2024-09

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