An expected regret minimization portfolio selection model
Year of publication: |
2012
|
---|---|
Authors: | Li, Xiang ; Shou, Biying ; Qin, Zhongfeng |
Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 218.2012, 2 (16.4.), p. 484-492
|
Subject: | Theorie | Theory | Portfolio-Management | Portfolio selection | Erwartungsbildung | Expectation formation | Kapitaleinkommen | Capital income | Entscheidung unter Unsicherheit | Decision under uncertainty |
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