Login / Signup
Model and upper-lower bound estimation scheme for portfolio optimisation considering uncertain investment time horizon.
Dazhi Wang
Yanhua Chen
Mingqiang Yin
Min Huang
Chunhui Xu
Published in:
J. Control. Decis. (2024)
Keyphrases
</>
lower bound
decision making
computational model
objective function
theoretical analysis
parameter estimation
mathematical model
experimental data
prior knowledge
upper bound
worst case