Multiobjective portfolio optimization: Forecasting and evaluation under investment horizon heterogeneity
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DOI: 10.1002/for.3010
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Cited by:
- Wu, Dan & Dai, Xingyu & Zhao, Ruikun & Cao, Yaru & Wang, Qunwei, 2023. "Pass-through from temperature intervals to China's commodity futures’ interval-valued returns: Evidence from the varying-coefficient ITS model," Finance Research Letters, Elsevier, vol. 58(PA).
- Zhang, Dongna & Dai, Xingyu & Xue, Jianhao, 2024. "Incorporating weather information into commodity portfolio optimization," Finance Research Letters, Elsevier, vol. 66(C).
- Priya Singh & Manoj Jha, 2024. "Portfolio Optimization Using Novel EW-MV Method in Conjunction with Asset Preselection," Computational Economics, Springer;Society for Computational Economics, vol. 64(6), pages 3683-3712, December.
- Xue, Jianhao & Dai, Xingyu & Zhang, Dongna & Nghiem, Xuan-Hoa & Wang, Qunwei, 2024. "Tail risk spillover network among green bond, energy and agricultural markets under extreme weather scenarios," International Review of Economics & Finance, Elsevier, vol. 96(PC).
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