Bankruptcy prevention in multiperiod Markowitz optimization problem
Crossref DOI link: https://doi.org/10.3103/S0278641916020084
Published Online: 2016-09-11
Published Print: 2016-07
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Soloviev, Alexey
Gao, Hongwei
Text and Data Mining valid from 2016-07-01
Version of Record valid from 2016-07-01
Article History
Received: 11 September 2015
First Online: 11 September 2016