A mental account-based portfolio selection model with an application for data with smaller dimensions
Zongxin Li, Hong Jiang, Zhiping Chen, Wing-Keung Wong
| Year of publication: |
2022
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| Authors: | Li, Zongxin ; Jiang, Hong ; Chen, Zhiping ; Wong, Wing Keung |
| Published in: |
Computers & operations research : and their applications to problems of world concern ; an international journal. - Oxford [u.a.] : Elsevier, ISSN 0305-0548, ZDB-ID 194012-0. - Vol. 144.2022, p. 1-12
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| Subject: | Mental account | Out-of-sample tests | Portfolio selection | Probability function | Sequential linear approximation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.cor.2022.105801 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013264834