Jiandong Zhou, Xiang Li 0006. Multi-period mean-semi-entropy portfolio management with transaction costs and bankruptcy control. J. Ambient Intelligence and Humanized Computing, 12(1):705-715, 2021. [doi]
@article{ZhouL21-0,
title = {Multi-period mean-semi-entropy portfolio management with transaction costs and bankruptcy control},
author = {Jiandong Zhou and Xiang Li 0006},
year = {2021},
doi = {10.1007/s12652-020-02053-4},
url = {https://doi.org/10.1007/s12652-020-02053-4},
researchr = {https://researchr.org/publication/ZhouL21-0},
cites = {0},
citedby = {0},
journal = {J. Ambient Intelligence and Humanized Computing},
volume = {12},
number = {1},
pages = {705-715},
}