An efficient adaptive real coded genetic algorithm to solve the portfolio choice problem under cumulative prospect theory
Chao Gong, Chunhui Xu, Ji Wang
| Year of publication: |
2018
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|---|---|
| Authors: | Gong, Chao ; Xu, Chunhui ; Wang, Ji |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 1142021-2. - Vol. 52.2018, 1, p. 227-252
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| Subject: | Adaptive real coded genetic algorithms | Cumulative prospect theory | Multivariate normal distribution | Portfolio choice | Portfolio-Management | Portfolio selection | Prospect Theory | Prospect theory | Evolutionärer Algorithmus | Evolutionary algorithm | Entscheidung unter Unsicherheit | Decision under uncertainty | Risikoaversion | Risk aversion | Mathematische Optimierung | Mathematical programming |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10614-017-9669-5 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012052931