Multi-period portfolio selection problem under uncertain environment with bankruptcy constraint
Work
Year: 2017
Type: article
Source: Applied Mathematical Modelling
Authors Bo Li, Yuanguo Zhu, Yufei Sun, Grace Aw, Kok Lay Teo
Institutions Nanjing University of Finance and Economics, Nanjing University of Science and Technology, Curtin University
Cites: 43
Cited by: 76
Related to: 10
FWCI: 6.487
Citation percentile (by year/subfield): 87.44
Field: Decision Sciences
Domain: Social Sciences
Open Access status: bronze
Grant ID 61673011