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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...
| Autores principales: | , , , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
MDPI
2019
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| Materias: | |
| 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 |