Multi-Period Portfolio Optimization Using Dynamic Programming Approach
Portfolio selection has always been one of the important issues in the field of investment management, which discusses how to allocate an investor's capital to different assets and form an efficient portfolio. If the modeling assumptions for portfolio optimization is closer to the real world, t...
| Main Authors: | , |
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| Format: | Article |
| Language: | fas |
| Published: |
Allameh Tabataba'i University Press
2018-09-01
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| Series: | Muṭāli̒āt-i Mudīriyyat-i Ṣan̒atī |
| Subjects: | |
| Online Access: | https://jims.atu.ac.ir/article_9104_3556c5d9ee364961a72f3f2c4bf797bd.pdf |