OpenAlex | Dynamic mean-risk portfolio selection with multiple risk measures in continuous-time

Dynamic mean-risk portfolio selection with multiple risk measures in continuous-time

Work

Year: 2015

Type: article

Source: European Journal of Operational Research

Authors Jianjun Gao, Yan Xiong, Duan Li

Institutions Shanghai Jiao Tong University, Chinese University of Hong Kong

Cites: 35

Cited by: 46

Related to: 10

FWCI: 3.937

Citation percentile (by year/subfield): 91.45

Topic: Risk and Portfolio Optimization

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: closed

Funders National Natural Science Foundation of China, National Natural Science Foundation of China, Ministry of Education of the People's Republic of China, Research Grants Council, University Grants Committee

Grant IDS 71201102, 61573244, 20120073120037, 414513