Multiperiod portfolio selection on a minimax rule

Mei Yu, Shou-Yang Wang, Kin Keung Lai, X. Chao

    Research output: Journal Publications and ReviewsRGC 21 - Publication in refereed journalpeer-review

    5 Citations (Scopus)

    Abstract

    In this paper, we study the multiperiod portfolio selection problem in a financial market using a minimax principle. The investor seeks an investment strategy to maximize his/her terminal wealth and to minimize the total risk which is defined as the sum of the maximum of absolute deviations of investment on each asset over all periods. A closed-form analytical optimal strategy is obtained via dynamic programming method. This model can be used as an alternative to the multiperiod asset allocation model, first proposed by Markowitz (1959), in which the risk is defined as the variance of the terminal wealth. An example is given to demonstrate the application of this model. Copyright © 2005 Watam Press.
    Original languageEnglish
    Pages (from-to)565-587
    JournalDynamics of Continuous, Discrete and Impulsive Systems Series B: Applications and Algorithms
    Volume12
    Issue number4
    Publication statusPublished - Aug 2005

    Research Keywords

    • Bicriteria piecewise linear program
    • Dynamic programming
    • Minimax rule
    • Portfolio optimization

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