Dynamic portfolio allocation for financial markets : a perspective of competitive-cum-compensatory strategy
Cheng Zhang, Xiaomin Gong, Jingshu Zhang, Zhiwei Chen
| Year of publication: |
2023
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|---|---|
| Authors: | Zhang, Cheng ; Gong, Xiaomin ; Zhang, Jingshu ; Chen, Zhiwei |
| Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 84.2023, p. 1-26
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| Subject: | Dynamic portfolio allocation | Interval type-2 fuzzy numbers | Loss aversion | Semi-absolute deviation | Competitive-cum-compensatory strategy | Portfolio-Management | Portfolio selection | Fuzzy-Set-Theorie | Fuzzy sets | Finanzmarkt | Financial market | Risikoaversion | Risk aversion |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.intfin.2023.101737 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014333621