Prospect theory based portfolio optimization problem with imprecise forecasts
Year of publication: |
2016
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Authors: | Kaucic, Massimiliano ; Daris, Roberto |
Published in: |
Managing global transitions : international research journal. - Koper : Univerza na Primorskem, Fakulteta za Management, ISSN 1854-6935, ZDB-ID 2424482-X. - Vol. 14.2016, 4, p. 359-384
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Subject: | prospect theory | random sets | interval orders | interval optimization | Croatian stock market | Prospect Theory | Prospect theory | Portfolio-Management | Portfolio selection | Mathematische Optimierung | Mathematical programming | Entscheidung unter Unsicherheit | Decision under uncertainty | Prognoseverfahren | Forecasting model | Aktienmarkt | Stock market |
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