Title of article :
Multiperiod portfolio optimization models in stochastic markets using the mean–variance approach
Author/Authors :
U. Celikyurt، نويسنده , , S. ?zekici، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2007
Keywords :
Portfolio optimization , Mean–variance models , Safety-first , Coefficient of variation , Quadratic utilityfunctions , Stochastic market
Journal title :
European Journal of Operational Research
Journal title :
European Journal of Operational Research
