Multi-period mean-semi-entropy portfolio management with transaction costs and bankruptcy control.

Jiandong Zhou Xiang Li

Published in: J. Ambient Intell. Humaniz. Comput. (2021)

Keyphrases

portfolio management
transaction costs
multi period
financial data
portfolio selection
production planning
multi item
portfolio optimization
planning horizon
facility location problem
decision making
routing problem
stock exchange
random variables
data envelopment analysis
traveling salesman problem
supply chain