A dynamic portfolio theory model based on minimum semi‐absolute deviations criterion with an application in the Chinese stock markets-Reference-Cited by-同舟云学术

A dynamic portfolio theory model based on minimum semi‐absolute deviations criterion with an application in the Chinese stock markets

Published:2013-08-02 Issue:3 Volume:3 Page:284-300
ISSN:2044-1398
Container-title:China Finance Review International
language:en
Short-container-title:China Finance Review Intl

Author:

Chen Li,Pan Heping

Publisher

Emerald

Subject

Finance

Reference26 articles.

1. The Measurement and Control of Trading Costs

2. Strategic asset allocation

3. Chen, Z.P. and Yuan, X.L. (2005), “Empirical research about a portfolio optimization problem with multiple investment constraints”,Systems Engineering Theory and Practice, Vol. 2, pp. 10‐17.

4. Portfolio Selection with Transaction Costs

5. Notes: A Reformulation of a Mean-Absolute Deviation Portfolio Optimization Model

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