NEW MULTI-PERIOD PORTFOLIO SELECTION MODELS UNDER THE FACTOR MODEL

WANG Yanping, CHEN Zhiping, CHEN Yuna

Journal of Systems Science and Mathematical Sciences ›› 2011, Vol. 31 ›› Issue (7) : 824-836.

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Journal of Systems Science and Mathematical Sciences ›› 2011, Vol. 31 ›› Issue (7) : 824-836. DOI: 10.12341/jssms11651

NEW MULTI-PERIOD PORTFOLIO SELECTION MODELS UNDER THE FACTOR MODEL

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{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of Systems Science and Mathematical Sciences, 2011, 31(7): 824-836 https://doi.org/10.12341/jssms11651

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