CSpace

Browse/Search Results:  1-2 of 2 Help

Selected(0)Clear Items/Page:    Sort:
Multi-period portfolio selection with investor views based on scenario tree 期刊论文
APPLIED MATHEMATICS AND COMPUTATION, 2022, 卷号: 418, 页码: 14
Authors:  Zhao, Daping;  Bai, Lin;  Fang, Yong;  Wang, Shouyang
Favorite  |  View/Download:62/0  |  Submit date:2022/06/21
Portfolio selection  Multi-period  Investor views  Scenario tree  Optimization  
Fuzzy Views on Black-Litterman Portfolio Selection Model 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2018, 卷号: 31, 期号: 4, 页码: 975-987
Authors:  Fang, Yong;  Bo, Lin;  Zhao, Daping;  Wang, Shouyang
Favorite  |  View/Download:110/0  |  Submit date:2018/07/30
Black-Litterman optimization  fuzzy covariance  fuzzy number  portfolio selection