Time-Consistent Strategies for the Generalized Multiperiod Mean-Variance Portfolio Optimization Considering Benchmark Orientation | |
Xiao, HL; Ren, TT; Zhou, ZB | |
刊名 | MATHEMATICS
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2019 | |
卷号 | Vol.7 No.8 |
关键词 | generalized mean-variance criterion multiperiod portfolio optimization intertemporal restriction benchmark process time consistent strategy |
ISSN号 | 2227-7390;2227-7390 |
URL标识 | 查看原文 |
公开日期 | [db:dc_date_available] |
内容类型 | 期刊论文 |
URI标识 | http://www.corc.org.cn/handle/1471x/4750827 |
专题 | 湖南大学 |
作者单位 | 1.Hunan Normal Univ, Sch Business, Changsha 410081, Hunan, Peoples R China 2.Hunan Univ, Sch Business Adm, Changsha 410082, Hunan, Peoples R China |
推荐引用方式 GB/T 7714 | Xiao, HL,Ren, TT,Zhou, ZB. Time-Consistent Strategies for the Generalized Multiperiod Mean-Variance Portfolio Optimization Considering Benchmark Orientation[J]. MATHEMATICS,2019,Vol.7 No.8. |
APA | Xiao, HL,Ren, TT,&Zhou, ZB.(2019).Time-Consistent Strategies for the Generalized Multiperiod Mean-Variance Portfolio Optimization Considering Benchmark Orientation.MATHEMATICS,Vol.7 No.8. |
MLA | Xiao, HL,et al."Time-Consistent Strategies for the Generalized Multiperiod Mean-Variance Portfolio Optimization Considering Benchmark Orientation".MATHEMATICS Vol.7 No.8(2019). |
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