Uncertain portfolio selection with mental accounts and realistic constraints

DOI10.1016/j.cam.2018.06.049zbMath1417.91487OpenAlexW2826035024WikidataQ129580874 ScholiaQ129580874MaRDI QIDQ1624618

Xuejun Zhao, Hao Di, Li Xue, Zili Zhang

Publication date: 16 November 2018

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2018.06.049

zbMATH Keywords

portfolio selectionuncertain variablemental accountsrealistic constraints

Mathematics Subject Classification ID

Portfolio theory (91G10)

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Cites Work

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• Genetic algorithms for portfolio selection problems with minimum transaction lots
• Mean-risk model for uncertain portfolio selection
• Mean-variance portfolio selection in presence of infrequently traded stocks
• Uncertainty theory

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