Multi-period portfolio selection with mental accounts and realistic constraints based on uncertainty theory
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Publication:2175840
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Cites work
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- Dynamic mean-variance portfolio selection with borrowing constraint
- Dynamic portfolio choice with return predictability and transaction costs
- Fuzzy chance-constrained portfolio selection
- Fuzzy multi-period portfolio selection with different investment horizons
- Fuzzy sets
- scientific article; zbMATH DE number 1293544 (Why is no real title available?)
- Mean-risk model for uncertain portfolio selection
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- Uncertain programming models for portfolio selection with uncertain returns
- Uncertainty theory
- Uncertainty theory
Cited in
(18)- Uncertain portfolio selection with mental accounts and realistic constraints
- Multi-period portfolio selection based on uncertainty theory with bankruptcy control and liquidity
- A mental account-based portfolio selection model with an application for data with smaller dimensions
- A constrained multi-period robust portfolio model with behavioral factors and an interval semi-absolute deviation
- Uncertain portfolio selection with mental accounts and background risk
- Another look at portfolio optimization with mental accounts
- Uncertain KOL selection with advertising videos circulation and KOL selection diversification in advertising promotion
- Mean-risk model for uncertain portfolio selection with background risk and realistic constraints
- Multi-period mean absolute deviation uncertain portfolio decisions-making with limiting short-selling constraints
- Uncertain portfolio selection with mental accounts
- Collective mental accounting: an integrated behavioural portfolio selection model for multiple mental accounts
- Portfolio optimization using higher moments in an uncertain random environment
- An uncertainty theory based tri-objective behavioral portfolio selection model with loss aversion and reference level using a modified evolutionary root system growth algorithm
- Uncertain c-means clustering method with application to imprecise observations
- Mean return -- standard deviation investing on the fluctuating efficient frontier
- Portfolio optimization with background risk and diversification based on uncertain random programming
- An uncertain bi-objective mean-entropy model for portfolio selection with realistic factors
- Risk index based uncertain portfolio selection with monotone increasing multiplicative background risk
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