Time consistent fuzzy multi-period rolling portfolio optimization with adaptive risk aversion factor
Crossref DOI link: https://doi.org/10.1007/s12652-017-0478-4
Published Online: 2017-04-03
Published Print: 2017-10
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Zhou, Jiandong
Li, Xiang
Kar, Samarjit
Zhang, Guoqing
Yu, Haitao
Funding for this research was provided by:
National Natural Science Foundation of China (71371027)
Beijing Nova Program (Z14111000180000)
License valid from 2017-04-03