Fuzzy multi-period portfolio selection model with time-varying loss aversion
Yong-Jun Liu and Wei-Guo Zhang
| Year of publication: |
2021
|
|---|---|
| Authors: | Liu, Yong-Jun ; Zhang, Wei-guo |
| Published in: |
Journal of the Operational Research Society. - London : Taylor and Francis, ISSN 1476-9360, ZDB-ID 2007775-0. - Vol. 72.2021, 4, p. 935-949
|
| Subject: | Fuzzy sets | ICPSO algorithm | mean-semivariance model | multi-period portfolio selection | time-varying loss aversion | Portfolio-Management | Portfolio selection | Fuzzy-Set-Theorie | Risikoaversion | Risk aversion | Algorithmus | Algorithm | Prospect Theory | Prospect theory |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/01605682.2019.1705191 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012501004