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

Zhou, Jian; Shen, Jie; Zhao, Ziheng; Gu, Yujie; Zhao, Mingxuan.

Afiliação

Zhou J; School of Management, Shanghai University, Shanghai 200444, China.
Shen J; School of Management, Shanghai University, Shanghai 200444, China.
Zhao Z; School of Economics, Shanghai University of Finance and Economics, Shanghai 200433, China.
Gu Y; School of Management, Shanghai University, Shanghai 200444, China.
Zhao M; School of Economics and Management, Tongji University, Shanghai 200082, China.

Entropy (Basel) ; 21(5)2019 May 13.

Article em En | MEDLINE | ID: mdl-33267205