A constrained multi-period robust portfolio model with behavioral factors and an interval semi-absolute deviation (Q2306391)
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English | A constrained multi-period robust portfolio model with behavioral factors and an interval semi-absolute deviation |
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A constrained multi-period robust portfolio model with behavioral factors and an interval semi-absolute deviation (English)
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23 March 2020
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multi-period portfolio
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prospect theory
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robust optimization
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interval numbers
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semi-absolute deviation
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