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"Robust multi-period portfolio model based on prospect theory and ALMV-PSO ..."

Jiahe Liu et al. (2015)

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DOI: 10.1016/J.ESWA.2015.04.063

access: closed

type: Journal Article

metadata version: 2017-05-26

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Jiahe Liu, Xiu Jin, Tianyang Wang, Ying Yuan:
Robust multi-period portfolio model based on prospect theory and ALMV-PSO algorithm. Expert Syst. Appl. 42(20): 7252-7262 (2015)

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