Multi-period portfolio selection based on uncertainty theory with bankruptcy control and liquidity
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Publication:2103729
DOI10.1016/j.automatica.2022.110751zbMath1505.91353OpenAlexW4309579542MaRDI QIDQ2103729
Bo Li, Yichen Sun, Ran Ran Zhang
Publication date: 9 December 2022
Published in: Automatica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.automatica.2022.110751
portfolio optimizationuncertainty theoryreturn ratesexperts' evaluationsroot system growth algorithm
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