Composite time-consistent multi-period risk measure and its application in optimal portfolio selection
Crossref DOI link: https://doi.org/10.1007/s11750-015-0407-7
Published Online: 2015-12-30
Published Print: 2016-10
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Chen, Zhiping
Liu, Jia
Li, Gang
Yan, Zhe
Funding for this research was provided by:
the National Natural Science Foundation of China (71371152, 70971109)
Text and Data Mining valid from 2015-12-30