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

Jian Zhou 0003, Jie Shen, Ziheng Zhao, Yujie Gu, Mingxuan Zhao. Performance of Different Risk Indicators in a Multi-Period Polynomial Portfolio Selection Problem Based on the Credibility Measure. Entropy, 21(5):491, 2019. [doi]

Abstract

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