An uncertainty theory based tri-objective behavioral portfolio selection model with loss aversion and reference level using a modified evolutionary root system growth algorithm
Yuefen Chen(Xinyang Normal University), Bo Li(Nanjing University of Finance and Economics)
Cited by 5
Related Papers
Multi-period portfolio selection problem under uncertain environment with bankruptcy constraint
|Applied Mathematical Modelling|2017|82
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