Multi-period portfolio selection with mental accounts and realistic constraints based on uncertainty theory
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Publication:2175840
DOI10.1016/j.cam.2020.112892zbMath1437.91404OpenAlexW3014134648MaRDI QIDQ2175840
Lin Sun, Jinhua Chang, Jin Peng, Bo Zhang
Publication date: 30 April 2020
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.2020.112892
uncertainty theoryuncertainty modelingmulti-period portfolio selectionmental accountsrealistic constraints
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