A constrained multi-period robust portfolio model with behavioral factors and an interval semi-absolute deviation (Q2306391)

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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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