Multi-objective portfolio selection considering expected and total utility
Xianhe Wang, Yuliang Ouyang, You Li, Shu Liu, Long Teng, Bo Wang
| Year of publication: |
2023
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|---|---|
| Authors: | Wang, Xianhe ; Ouyang, Yuliang ; Li, You ; Liu, Shu ; Teng, Long ; Wang, Bo |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 58.2023, 4, p. 1-11
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| Subject: | Disappointment theory | Expected utility | Fuzzy portfolio selection | Prospect theory | Portfolio-Management | Portfolio selection | Prospect Theory | Fuzzy-Set-Theorie | Fuzzy sets | Erwartungsbildung | Expectation formation | Erwartungsnutzen | Nutzen | Utility | Multikriterielle Entscheidungsanalyse | Multi-criteria analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2023.104552 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014632164