Multi-period portfolio selection based on uncertainty theory with bankruptcy control and liquidity
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Publication:2103729
DOI10.1016/j.automatica.2022.110751zbMath1505.91353MaRDI QIDQ2103729
Ran Ran Zhang, Bo Li, Yichen Sun
Publication date: 9 December 2022
Published in: Automatica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.automatica.2022.110751
portfolio optimization; uncertainty theory; return rates; experts' evaluations; root system growth algorithm
91G10: Portfolio theory