Portfolio Optimization During the COVID-19 Epidemic: Based on an Improved QBAS Algorithm and a Dynamic Mixed Frequency Model

Saved in:
Bibliographic Details
Published in:Computational economics 2024-05
Main Authors: Wei, Siyao, Luo, Pengfei, Song, Jiashan, Jiang, Kunliang
Format: Article
Language:English
Citations: Items that this one cites
Online Access:Get full text
Tags: Add Tag
No Tags, Be the first to tag this record!
cited_by
cites cdi_FETCH-LOGICAL-c198t-eed8d96681cd66020d7b8711e9f754fc60f3eaa0c4f7cc138a3dbaf060e497603
container_end_page
container_issue
container_start_page
container_title Computational economics
container_volume
creator Wei, Siyao
Luo, Pengfei
Song, Jiashan
Jiang, Kunliang
description
doi_str_mv 10.1007/s10614-024-10621-5
format article
fullrecord <record><control><sourceid>crossref</sourceid><recordid>TN_cdi_crossref_primary_10_1007_s10614_024_10621_5</recordid><sourceformat>XML</sourceformat><sourcesystem>PC</sourcesystem><sourcerecordid>10_1007_s10614_024_10621_5</sourcerecordid><originalsourceid>FETCH-LOGICAL-c198t-eed8d96681cd66020d7b8711e9f754fc60f3eaa0c4f7cc138a3dbaf060e497603</originalsourceid><addsrcrecordid>eNotkMtOwzAQRS0EEqXwA6z8A4axk9gxuz4oVGpVEI9t5PrRGiVxcFJEER9PoKzuXM2ZWRyELilcUQBx3VLgNCXAUtJPjJLsCA1oJhiRUqTHaACSCSJAylN01rZvAJBRxgbo-yHEzoXSB7xqOl_5L9X5UOPpLvp6g7utxZPV63xKqMS3jTe28voGj1VrDe4xVeN51cTw0dfH8egJj8pNiL7bVv3KYIWn-1r1J3jpP3tkFu37ztZ6j5fB2PIcnThVtvbiP4foZXb7PLkni9XdfDJaEE1l3hFrTW4k5znVhnNgYMQ6F5Ra6USWOs3BJVYp0KkTWtMkV4lZKwccbCoFh2SI2OGvjqFto3VFE32l4r6gUPz6Kw7-it5f8eevyJIfzr5jcA</addsrcrecordid><sourcetype>Aggregation Database</sourcetype><iscdi>true</iscdi><recordtype>article</recordtype></control><display><type>article</type><title>Portfolio Optimization During the COVID-19 Epidemic: Based on an Improved QBAS Algorithm and a Dynamic Mixed Frequency Model</title><source>Springer Link</source><creator>Wei, Siyao ; Luo, Pengfei ; Song, Jiashan ; Jiang, Kunliang</creator><creatorcontrib>Wei, Siyao ; Luo, Pengfei ; Song, Jiashan ; Jiang, Kunliang</creatorcontrib><identifier>ISSN: 0927-7099</identifier><identifier>EISSN: 1572-9974</identifier><identifier>DOI: 10.1007/s10614-024-10621-5</identifier><language>eng</language><ispartof>Computational economics, 2024-05</ispartof><lds50>peer_reviewed</lds50><woscitedreferencessubscribed>false</woscitedreferencessubscribed><cites>FETCH-LOGICAL-c198t-eed8d96681cd66020d7b8711e9f754fc60f3eaa0c4f7cc138a3dbaf060e497603</cites></display><links><openurl>$$Topenurl_article</openurl><openurlfulltext>$$Topenurlfull_article</openurlfulltext><thumbnail>$$Tsyndetics_thumb_exl</thumbnail><link.rule.ids>314,780,784,27922,27923</link.rule.ids></links><search><creatorcontrib>Wei, Siyao</creatorcontrib><creatorcontrib>Luo, Pengfei</creatorcontrib><creatorcontrib>Song, Jiashan</creatorcontrib><creatorcontrib>Jiang, Kunliang</creatorcontrib><title>Portfolio Optimization During the COVID-19 Epidemic: Based on an Improved QBAS Algorithm and a Dynamic Mixed Frequency Model</title><title>Computational economics</title><issn>0927-7099</issn><issn>1572-9974</issn><fulltext>true</fulltext><rsrctype>article</rsrctype><creationdate>2024</creationdate><recordtype>article</recordtype><recordid>eNotkMtOwzAQRS0EEqXwA6z8A4axk9gxuz4oVGpVEI9t5PrRGiVxcFJEER9PoKzuXM2ZWRyELilcUQBx3VLgNCXAUtJPjJLsCA1oJhiRUqTHaACSCSJAylN01rZvAJBRxgbo-yHEzoXSB7xqOl_5L9X5UOPpLvp6g7utxZPV63xKqMS3jTe28voGj1VrDe4xVeN51cTw0dfH8egJj8pNiL7bVv3KYIWn-1r1J3jpP3tkFu37ztZ6j5fB2PIcnThVtvbiP4foZXb7PLkni9XdfDJaEE1l3hFrTW4k5znVhnNgYMQ6F5Ra6USWOs3BJVYp0KkTWtMkV4lZKwccbCoFh2SI2OGvjqFto3VFE32l4r6gUPz6Kw7-it5f8eevyJIfzr5jcA</recordid><startdate>20240518</startdate><enddate>20240518</enddate><creator>Wei, Siyao</creator><creator>Luo, Pengfei</creator><creator>Song, Jiashan</creator><creator>Jiang, Kunliang</creator><scope>AAYXX</scope><scope>CITATION</scope></search><sort><creationdate>20240518</creationdate><title>Portfolio Optimization During the COVID-19 Epidemic: Based on an Improved QBAS Algorithm and a Dynamic Mixed Frequency Model</title><author>Wei, Siyao ; Luo, Pengfei ; Song, Jiashan ; Jiang, Kunliang</author></sort><facets><frbrtype>5</frbrtype><frbrgroupid>cdi_FETCH-LOGICAL-c198t-eed8d96681cd66020d7b8711e9f754fc60f3eaa0c4f7cc138a3dbaf060e497603</frbrgroupid><rsrctype>articles</rsrctype><prefilter>articles</prefilter><language>eng</language><creationdate>2024</creationdate><toplevel>peer_reviewed</toplevel><toplevel>online_resources</toplevel><creatorcontrib>Wei, Siyao</creatorcontrib><creatorcontrib>Luo, Pengfei</creatorcontrib><creatorcontrib>Song, Jiashan</creatorcontrib><creatorcontrib>Jiang, Kunliang</creatorcontrib><collection>CrossRef</collection><jtitle>Computational economics</jtitle></facets><delivery><delcategory>Remote Search Resource</delcategory><fulltext>fulltext</fulltext></delivery><addata><au>Wei, Siyao</au><au>Luo, Pengfei</au><au>Song, Jiashan</au><au>Jiang, Kunliang</au><format>journal</format><genre>article</genre><ristype>JOUR</ristype><atitle>Portfolio Optimization During the COVID-19 Epidemic: Based on an Improved QBAS Algorithm and a Dynamic Mixed Frequency Model</atitle><jtitle>Computational economics</jtitle><date>2024-05-18</date><risdate>2024</risdate><issn>0927-7099</issn><eissn>1572-9974</eissn><doi>10.1007/s10614-024-10621-5</doi></addata></record>
fulltext fulltext
identifier ISSN: 0927-7099
ispartof Computational economics, 2024-05
issn 0927-7099
1572-9974
language eng
recordid cdi_crossref_primary_10_1007_s10614_024_10621_5
source Springer Link
title Portfolio Optimization During the COVID-19 Epidemic: Based on an Improved QBAS Algorithm and a Dynamic Mixed Frequency Model
url http://sfxeu10.hosted.exlibrisgroup.com/loughborough?ctx_ver=Z39.88-2004&ctx_enc=info:ofi/enc:UTF-8&ctx_tim=2025-01-14T13%3A04%3A21IST&url_ver=Z39.88-2004&url_ctx_fmt=infofi/fmt:kev:mtx:ctx&rfr_id=info:sid/primo.exlibrisgroup.com:primo3-Article-crossref&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rft.genre=article&rft.atitle=Portfolio%20Optimization%20During%20the%20COVID-19%20Epidemic:%20Based%20on%20an%20Improved%20QBAS%20Algorithm%20and%20a%20Dynamic%20Mixed%20Frequency%20Model&rft.jtitle=Computational%20economics&rft.au=Wei,%20Siyao&rft.date=2024-05-18&rft.issn=0927-7099&rft.eissn=1572-9974&rft_id=info:doi/10.1007/s10614-024-10621-5&rft_dat=%3Ccrossref%3E10_1007_s10614_024_10621_5%3C/crossref%3E%3Cgrp_id%3Ecdi_FETCH-LOGICAL-c198t-eed8d96681cd66020d7b8711e9f754fc60f3eaa0c4f7cc138a3dbaf060e497603%3C/grp_id%3E%3Coa%3E%3C/oa%3E%3Curl%3E%3C/url%3E&rft_id=info:oai/&rft_id=info:pmid/&rfr_iscdi=true