Fuzzy multi-period portfolio selection model with time-varying loss aversion
Year of publication: |
2021
|
---|---|
Authors: | Liu, Yong-Jun ; Zhang, Wei-guo |
Published in: |
Journal of the Operational Research Society. - London : Taylor and Francis, ISSN 1476-9360, ZDB-ID 2007775-0. - Vol. 72.2021, 4, p. 935-949
|
Subject: | Fuzzy sets | ICPSO algorithm | mean-semivariance model | multi-period portfolio selection | time-varying loss aversion | Portfolio-Management | Portfolio selection | Fuzzy-Set-Theorie | Risikoaversion | Risk aversion | Mathematische Optimierung | Mathematical programming | Prospect Theory | Prospect theory |
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