A constrained multi-period robust portfolio model with behavioral factors and an interval semi-absolute deviation (Q2306391)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A constrained multi-period robust portfolio model with behavioral factors and an interval semi-absolute deviation |
scientific article |
Statements
A constrained multi-period robust portfolio model with behavioral factors and an interval semi-absolute deviation (English)
0 references
23 March 2020
0 references
multi-period portfolio
0 references
prospect theory
0 references
robust optimization
0 references
interval numbers
0 references
semi-absolute deviation
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
