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A multi-period portfolio selection optimization model by using interval analysis
Liu, Yong-jun; Zhang, Wei-guo; Zhang, Pu - In: Economic modelling 33 (2013), pp. 113-119
Persistent link: https://www.econbiz.de/10010192031
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Fuzzy multi-period portfolio selection model with time-varying loss aversion
Liu, Yong-Jun; Zhang, Wei-guo - In: Journal of the Operational Research Society 72 (2021) 4, pp. 935-949
Persistent link: https://www.econbiz.de/10012501004
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Possibilistic approaches to portfolio selection problem with general transaction costs and a CLPSO algorithm
Zhang, Xi-li; Zhang, Wei-guo; Xu, Wei-jun; Xiao, Wei-lin - In: Computational economics 36 (2010) 3, pp. 191-200
Persistent link: https://www.econbiz.de/10008903155
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Portfolio selection under possibilistic mean-variance utility and a SMO algorithm
Zhang, Wei-guo; Zhang, Xi-li; Xiao, Wei-lin - In: European journal of operational research : EJOR 197 (2009) 2, pp. 693-700
Persistent link: https://www.econbiz.de/10003843641