{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2022,3,31]],"date-time":"2022-03-31T21:51:05Z","timestamp":1648763465171},"reference-count":15,"publisher":"World Scientific Pub Co Pte Lt","issue":"02","content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Int. J. Unc. Fuzz. Knowl. Based Syst."],"published-print":{"date-parts":[[2009,4]]},"abstract":"<jats:p> How to make a prompt decision for uncertainty investment is always a key problem in financial market. In this paper, we present a new dynamic portfolio selection strategy in stock market. The investor is assumed to seek an investment strategy that will maximize his\/her final wealth and minimize the total risk. An analytically optimal strategy in closed form is obtained by solving a dynamic programming problem. Some applications are also presented to illustrate this model. <\/jats:p>","DOI":"10.1142\/s0218488509005838","type":"journal-article","created":{"date-parts":[[2009,3,27]],"date-time":"2009-03-27T11:19:21Z","timestamp":1238152761000},"page":"237-250","source":"Crossref","is-referenced-by-count":2,"title":["DYNAMIC PORTFOLIO SELECTION WITH UNCERTAINTY"],"prefix":"10.1142","volume":"17","author":[{"given":"MEI","family":"YU","sequence":"first","affiliation":[{"name":"School of Finance &amp; Banking, University of International Business and Economics, Beijing 100029, China"}],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"HIROSHI","family":"INOUE","sequence":"additional","affiliation":[{"name":"School of Management, Tokyo University of Science, Kuki-shi Saitama 346-8512, Japan"}],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"SATORU","family":"TAKAHASHI","sequence":"additional","affiliation":[{"name":"School of Management, Tokyo University of Science, Kuki-shi Saitama 346-8512, Japan"}],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"JIANMING","family":"SHI","sequence":"additional","affiliation":[{"name":"Department of Computer Science and Systems Engineering, Muroran Institute of Technology, 27-1 Mizumoto-cho, Muroran 050-8585, Japan"}],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"219","published-online":{"date-parts":[[2011,11,21]]},"reference":[{"key":"rf1","volume-title":"Portfolio Selection: Efficient Diversification of Investment","author":"Markowitz H. M.","year":"1959"},{"key":"rf2","doi-asserted-by":"crossref","unstructured":"E. J.\u00a0Elton and M. J.\u00a0Gruber, The multi-period consumption investment problem and single period analysis (Oxford Economics Paper, 1974)\u00a0pp. 289\u2013301.","DOI":"10.1093\/oxfordjournals.oep.a041289"},{"key":"rf3","doi-asserted-by":"publisher","DOI":"10.1086\/295633"},{"key":"rf4","volume-title":"Finance as a Dynamic Process","author":"Elton E. J.","year":"1975"},{"key":"rf5","doi-asserted-by":"publisher","DOI":"10.1016\/0022-0531(71)90038-X"},{"key":"rf6","doi-asserted-by":"publisher","DOI":"10.1086\/295078"},{"key":"rf7","first-page":"239","volume":"50","author":"Samuelson P. A.","journal-title":"Rev. Econ. Statist."},{"key":"rf8","first-page":"577","author":"Dumas B.","journal-title":"J. Finance"},{"key":"rf9","doi-asserted-by":"publisher","DOI":"10.1111\/1467-9965.00100"},{"key":"rf10","doi-asserted-by":"publisher","DOI":"10.1287\/mnsc.37.5.519"},{"key":"rf11","doi-asserted-by":"publisher","DOI":"10.1287\/mnsc.46.7.957.12039"},{"key":"rf12","doi-asserted-by":"publisher","DOI":"10.1023\/A:1010909632198"},{"key":"rf13","first-page":"565","volume":"12","author":"Yu M.","journal-title":"Dyn. Contin. Discrete Impuls. Syst. Ser. B Appl. Algorithms"},{"key":"rf14","volume-title":"No-Arbitrage and Portfolio Selection under Frictional Market","author":"Yu M.","year":"2005"},{"key":"rf15","volume-title":"Mean-Variance Analysis in Portfolio Choice and Capital Markets","author":"Markowitz H. M.","year":"1989"}],"container-title":["International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/www.worldscientific.com\/doi\/pdf\/10.1142\/S0218488509005838","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2019,8,7]],"date-time":"2019-08-07T17:29:02Z","timestamp":1565198942000},"score":1,"resource":{"primary":{"URL":"https:\/\/www.worldscientific.com\/doi\/abs\/10.1142\/S0218488509005838"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2009,4]]},"references-count":15,"journal-issue":{"issue":"02","published-online":{"date-parts":[[2011,11,21]]},"published-print":{"date-parts":[[2009,4]]}},"alternative-id":["10.1142\/S0218488509005838"],"URL":"https:\/\/doi.org\/10.1142\/s0218488509005838","relation":{},"ISSN":["0218-4885","1793-6411"],"issn-type":[{"value":"0218-4885","type":"print"},{"value":"1793-6411","type":"electronic"}],"subject":[],"published":{"date-parts":[[2009,4]]}}}