A copula-based scenario tree generation algorithm for multiperiod portfolio selection problems
Crossref DOI link: https://doi.org/10.1007/s10479-019-03147-9
Published Online: 2019-01-28
Published Print: 2020-09
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Yan, Zhe
Chen, Zhiping http://orcid.org/0000-0002-9015-9247
Consigli, Giorgio
Liu, Jia
Jin, Ming
Funding for this research was provided by:
National Natural Science Foundation of China (11571270, 71371152)
Text and Data Mining valid from 2019-01-28
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Article History
First Online: 28 January 2019