Uncertain portfolio selection with mental accounts
From MaRDI portal
Publication:5026818
DOI10.1080/00207721.2019.1648706zbMath1483.91216OpenAlexW3047915187MaRDI QIDQ5026818
Publication date: 8 February 2022
Published in: International Journal of Systems Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00207721.2019.1648706
Related Items (4)
A new mean-variance-entropy model for uncertain portfolio optimization with liquidity and diversification ⋮ Uncertain spreading model of Internet rumors on social media platforms ⋮ Uncertain KOL selection with advertising videos circulation and KOL selection diversification in advertising promotion ⋮ A new portfolio optimization model under tracking-error constraint with linear uncertainty distributions
Cites Work
- Unnamed Item
- Mean-variance model for portfolio optimization problem in the simultaneous presence of random and uncertain returns
- Fuzzy multi-period portfolio selection with different investment horizons
- Uncertain models for single facility location problems on networks
- A formula to calculate the variance of uncertain variable
- The mean-absolute deviation portfolio selection problem with interval-valued returns
- Shortest path problem with uncertain arc lengths
- Uncertain portfolio selection with background risk
- Portfolio analysis. From probabilistic to credibilistic and uncertain approaches.
- Variance vs downside risk: Is there really that much difference?
- Uncertain portfolio selection with mental accounts and realistic constraints
- Mean-variance portfolio selection under a constant elasticity of variance model
- A new bi-objective fuzzy portfolio selection model and its solution through evolutionary algorithms
- Theory and practice of uncertain programming.
- Uncertain portfolio adjusting model using semiabsolute deviation
- Optimal multinational capital budgeting under uncertainty
- Mean-chance model for portfolio selection based on uncertain measure
- Mean-variance portfolio selection in presence of infrequently traded stocks
- Uncertain programming models for portfolio selection with uncertain returns
- Diversified models for portfolio selection based on uncertain semivariance
- Prospect Theory: An Analysis of Decision under Risk
- A review of uncertain portfolio selection
- Cross-entropy based multi-objective uncertain portfolio selection problem
- Uncertainty theory
This page was built for publication: Uncertain portfolio selection with mental accounts
