Multi-period portfolio selection problem under uncertain environment with bankruptcy constraint
Bo Li(Nanjing University of Finance and Economics), Kok Lay Teo(Curtin University), Grace Aw(Curtin University), Yufei Sun(Curtin University), Yuanguo Zhu(Nanjing University of Science and Technology)
Cited by 82
Related Papers
A new mean-variance-entropy model for uncertain portfolio optimization with liquidity and diversification
|Chaos Solitons & Fractals|2021|61
Uncertain portfolio optimization problem under a minimax risk measure
|Applied Mathematical Modelling|2019|50
Two-facility Location Games with Minimum Distance Requirement
|Journal of Artificial Intelligence Research|2021|31
Parametric optimal control for uncertain linear quadratic models
|Applied Soft Computing|2016|28
Parametric approximate optimal control of uncertain differential game with application to counter terror
|Chaos Solitons & Fractals|2021|28