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Model and upper-lower bound estimation scheme for portfolio optimisation considering uncertain investment time horizon.

Dazhi WangYanhua ChenMingqiang YinMin HuangChunhui 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