Multi-period portfolio selection based on uncertainty theory with bankruptcy control and liquidity
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Publication:2103729
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Cites work
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Cited in
(6)- Multi-period portfolio selection problem under uncertain environment with bankruptcy constraint
- Optimistic value-based optimal control problems with uncertain discrete-time noncausal systems
- Linear quadratic control for multiple time-delayed uncertain random systems
- An adaptive dynamic programming-based algorithm for infinite-horizon linear quadratic stochastic optimal control problems
- An uncertainty theory based tri-objective behavioral portfolio selection model with loss aversion and reference level using a modified evolutionary root system growth algorithm
- Multi-asset portfolio model optimization based on mean multifractal detrended cross correlation analysis
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