Performance of Different Risk Indicators in a Multi-Period Polynomial Portfolio Selection Problem Based on the Credibility Measure

In this paper, we study the portfolio selection problem considering transaction costs under multiple periods. For non-professional investors, it is a critical factor to choose an appropriate model among multiple portfolio selection models in investment. Based on the credibility measure, we formulate...

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Detalles Bibliográficos
Autores principales: Zhou, Jian, Shen, Jie, Zhao, Ziheng, Gu, Yujie, Zhao, Mingxuan
Formato: Online Artículo Texto
Lenguaje:English
Publicado: MDPI 2019
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7514980/
https://www.ncbi.nlm.nih.gov/pubmed/33267205
http://dx.doi.org/10.3390/e21050491

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7514980/
https://www.ncbi.nlm.nih.gov/pubmed/33267205
http://dx.doi.org/10.3390/e21050491

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