A class of multi-period semi-variance portfolio selection with a four-factor futures price model
Work
Year: 2008
Type: article
Authors Wei Yan, Shurong Li
Institution China University of Petroleum, Beijing
Cites: 25
Cited by: 24
Related to: 10
FWCI: 0.286
Citation percentile (by year/subfield): 87.67
Subfield: Finance
Domain: Social Sciences
Open Access status: closed