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Performance of Different Risk Indicators in a Multi-Period Polynomial Portfolio Selection Problem Based on the

Jian Zhou1, Jie Shen1, Ziheng Zhao2

  • 1School of Management, Shanghai University, Shanghai 200444, China.

Entropy (Basel, Switzerland)
|December 3, 2020
PubMed

Keywords:
credibility measuregenetic algorithmmulti-period portfolio selectionrisk indicator

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