Multi-Period Portfolio Selection with No-Shorting Constraints: Duality Analysis

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ISSN Print: 2162-2434
ISSN Online: 2162-2442
www.scirp.org/journal/jmf
E-mail: jmf@scirp.org

"Multi-Period Portfolio Selection with No-Shorting Constraints: Duality Analysis"
written by Jun Qi, Lan Yi,
published by Journal of Mathematical Finance, Vol.7 No.3, 2017

has been cited by the following article(s):

[1]	The Implementation of the Multiperiod Mean-Variance for Asset Allocation of Pension Fund
	5th Global Conference on Business …, 2021

[2]	A constrained multi-period robust portfolio model with behavioral factors and an interval semi-absolute deviation
	2020

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