Efficient optimisation for portfolio selections under prospect theory
Xiangming Xi, Chao Gong, Chunhui Xu, Shuning Wang
| Year of publication: |
2018
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|---|---|
| Authors: | Xi, Xiangming ; Gong, Chao ; Xu, Chunhui ; Wang, Shuning |
| Published in: |
Asian journal of management science and applications : AJMSA. - Genève [u.a.] : Inderscience Enterprises, ISSN 2049-8683, ZDB-ID 2757182-8. - Vol. 3.2017/2018, 3, p. 227-251
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| Subject: | portfolio optimisation | prospect theory | interior point methods | global optimisation | management science | Portfolio-Management | Portfolio selection | Prospect Theory | Prospect theory | Mathematische Optimierung | Mathematical programming | Operations Research | Operations research |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1504/AJMSA.2018.095513 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011988262