Multi-period portfolio selection based on uncertainty theory with bankruptcy control and liquidity
type: Item
instance of: scholarly article
title: Multi-period portfolio selection based on uncertainty theory with bankruptcy control and liquidity
zbMATH Open document ID: 1505.91353
author: Bo Li
author: Yichen Sun
author: Ran Ran Zhang
published in: Automatica
publication date: 2022-12-09T00:00:00Z
Mathematics Subject Classification ID: 91G10
zbMATH DE Number: 7630464
zbMATH Keywords: portfolio optimization
zbMATH Keywords: uncertainty theory
zbMATH Keywords: root system growth algorithm
zbMATH Keywords: return rates
zbMATH Keywords: experts' evaluations
MaRDI profile type: Publication
full work available at URL: j.automatica.2022.110751
OpenAlex ID: W4309579542
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DOI: 10.1016/J.AUTOMATICA.2022.110751
description: scientific article; zbMATH DE number 7630464