Study of the dynamic mean-variance portfolio optimization with regard to bankruptcy

10.1109/ICCA.2010.5524490

Saved in:

Bibliographic Details
Main Authors:	He, J., Sun, Y., Lin, Z., Qin, Q., Wang, Q.-G.
Other Authors:	ELECTRICAL & COMPUTER ENGINEERING
Format:	Conference or Workshop Item
Published:	2014
Online Access:	http://scholarbank.nus.edu.sg/handle/10635/71885
Tags:	Add Tag No Tags, Be the first to tag this record!
Institution:	National University of Singapore

id	sg-nus-scholar.10635-71885
record_format	dspace
spelling	sg-nus-scholar.10635-718852015-02-27T21:15:58Z Study of the dynamic mean-variance portfolio optimization with regard to bankruptcy He, J. Sun, Y. Lin, Z. Qin, Q. Wang, Q.-G. ELECTRICAL & COMPUTER ENGINEERING 10.1109/ICCA.2010.5524490 2010 8th IEEE International Conference on Control and Automation, ICCA 2010 97-102 2014-06-19T03:28:57Z 2014-06-19T03:28:57Z 2010 Conference Paper He, J.,Sun, Y.,Lin, Z.,Qin, Q.,Wang, Q.-G. (2010). Study of the dynamic mean-variance portfolio optimization with regard to bankruptcy. 2010 8th IEEE International Conference on Control and Automation, ICCA 2010 : 97-102. ScholarBank@NUS Repository. <a href="https://doi.org/10.1109/ICCA.2010.5524490" target="_blank">https://doi.org/10.1109/ICCA.2010.5524490</a> 9781424451951 http://scholarbank.nus.edu.sg/handle/10635/71885 NOT_IN_WOS Scopus
institution	National University of Singapore
building	NUS Library
country	Singapore
collection	ScholarBank@NUS
description	10.1109/ICCA.2010.5524490
author2	ELECTRICAL & COMPUTER ENGINEERING
author_facet	ELECTRICAL & COMPUTER ENGINEERING He, J. Sun, Y. Lin, Z. Qin, Q. Wang, Q.-G.
format	Conference or Workshop Item
author	He, J. Sun, Y. Lin, Z. Qin, Q. Wang, Q.-G.
spellingShingle	He, J. Sun, Y. Lin, Z. Qin, Q. Wang, Q.-G. Study of the dynamic mean-variance portfolio optimization with regard to bankruptcy
author_sort	He, J.
title	Study of the dynamic mean-variance portfolio optimization with regard to bankruptcy
title_short	Study of the dynamic mean-variance portfolio optimization with regard to bankruptcy
title_full	Study of the dynamic mean-variance portfolio optimization with regard to bankruptcy
title_fullStr	Study of the dynamic mean-variance portfolio optimization with regard to bankruptcy
title_full_unstemmed	Study of the dynamic mean-variance portfolio optimization with regard to bankruptcy
title_sort	study of the dynamic mean-variance portfolio optimization with regard to bankruptcy
publishDate	2014
url	http://scholarbank.nus.edu.sg/handle/10635/71885
_version_	1681087465159393280

Study of the dynamic mean-variance portfolio optimization with regard to bankruptcy

Similar Items