Optimal Portfolio Selection with Threshold in Stochastic Market

Shuzhi Wei, Zhongxing Ye, GenKe Yang. Optimal Portfolio Selection with Threshold in Stochastic Market. In Emilio Corchado, Juan M. Corchado, Ajith Abraham, editors, Innovations in Hybrid Intelligent Systems. Volume 44 of Advances in Soft Computing, pages 439-445, Springer, 2008. [doi]

Abstract

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