Uncertain mean-CVaR model for portfolio selection with transaction cost and investors' preferences
Year of publication: |
2024
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Authors: | Wang, Xiantao ; Zhu, Yuanguo ; Tang, Pan |
Published in: |
The North American journal of economics and finance : a journal of theory and practice. - Amsterdam [u.a.] : Elsevier Science, ISSN 1062-9408, ZDB-ID 2023759-5. - Vol. 69.2024, 1, Art.-No. 102028, p. 1-13
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Subject: | APT model | CVaR | Investors' preferences | Portfolio selection | Uncertainty theory | Theorie | Theory | Portfolio-Management | Transaktionskosten | Transaction costs | Anlageverhalten | Behavioural finance | Risiko | Risk |
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