The paper proposes a mean dynamic downside semi-variance multiperiod portfolio selection model with the transaction costs and the constraints on trade volumes,and uses a special algorithm-the discrete approximate iteration method to solve it.
文章提出了具有交易成本和交易量限制等情况的均值-动态下半方差多阶段投资组合模型,并运用自创算法——离散近似迭代法进行求解。
To Study on Decision Making on Multi-projects and Multi-stages Portfolio of Venture Capital
风险投资多项目多阶段投资组合决策研究
Multi-stage portfolio optimization using quantum-behaved partical swarm optimization;
基于QPSO算法的多阶段投资组合优化
Optimal dynamic portfolio selection in a frictional market with mutiperiod mean-variance formulation;
摩擦市场下多阶段投资组合的均值方差模型
Multi-stage portfolio optimization using differentiation evolution algorithms;
基于微分进化算法的多阶段投资组合优化
The Optimization On the Mean Dynamic Downside Semi-Variance Multiperiod Portfolio Selection
均值-动态下半方差多阶段投资组合优化研究
A Fuzzy Two-Stage Algorithm for Multi-Objective Portfolio Selection Model;
多目标投资组合模型的模糊两阶段解法
Multi-period portfolio optimization when exit time is uncertain;
不确定终止时间的多阶段最优投资组合
Fuzzy Two-Stage Algorithm for a Category of Portfolio Selection Model;
一类投资组合模型的模糊两阶段算法
Discrete Approximate Iteration Method on the Mean-semi-absolute Deviation Multiperiod Portfolio Selection;
基于离散近似迭代法的多阶段M-SAD投资组合优化
Multistage Stochastic Programming Model for the Portfolio Problem of a Property-Liability Insurance Company;
财产保险公司投资组合问题的多阶段随机规划模型(英文)
The Discrete Approximate Iteration Method on the Mean-Variance Multiperiod Portfolio Selection
基于离散近似迭代法的多阶段M-V投资组合优化
M ultiple Stage and M ultiple Object Decision Making of Venture Capital;
风险资本投资合作多阶段多目标决策分析
THE CONTEXTUAL FACTORS AND MULTI STAGE RISK ASSESSMENT IN SIMULATED INVESTMENT DECISIONS;
投资决策风险的周边组织因素和多阶段评估
Single Phase Portfolio Optimization Based on Particles Arithmetic;
基于微粒群算法的单阶段投资组合优化
The Application of Compound Options Model in Multi-stage Investment;
多阶段投资决策的复合期权模型及应用
Optimal Capital Allocation in Multi-projects Portfolio based on Startup Level under Two-period Investment;
两阶段资金投入条件下多项目组合中基于项目启动水平的资金分配问题研究
A Model of Multi-Phase Investment and Limited Period Cooperation in Supply Chain Partnership
供应链合作伙伴关系中的一个多阶段投资有限期合作模型
APPLICATION OF OPTION IDEA UNDER THE CONDITION OF MULTI-STAGES INVESTMENT PROJECT;
期权思想在多阶段项目投资中的应用
