Wei-Guo Zhang, Yong-jun Liu. Credibilitic mean-variance model for multi-period portfolio selection problem with risk control. OR Spectrum, 36(1):113-132, 2014. [doi]
@article{ZhangL14-80,
title = {Credibilitic mean-variance model for multi-period portfolio selection problem with risk control},
author = {Wei-Guo Zhang and Yong-jun Liu},
year = {2014},
doi = {10.1007/s00291-013-0335-6},
url = {https://doi.org/10.1007/s00291-013-0335-6},
researchr = {https://researchr.org/publication/ZhangL14-80},
cites = {0},
citedby = {0},
journal = {OR Spectrum},
volume = {36},
number = {1},
pages = {113-132},
}