An uncertainty theory based tri-objective behavioral portfolio selection model with loss aversion and reference level using a modified evolutionary root system growth algorithm
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Publication:6567284
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Cites work
- A formula to calculate the variance of uncertain variable
- A multi-period fuzzy mean-minimax risk portfolio model with investor's risk attitude
- A new mean-variance-entropy model for uncertain portfolio optimization with liquidity and diversification
- Fuzzy multi-period portfolio selection optimization models using multiple criteria
- Mean-chance model for portfolio selection based on uncertain measure
- Mean-risk model for uncertain portfolio selection with background risk
- Mean-variance-skewness model for portfolio selection with fuzzy returns
- Multi-period mean-semivariance portfolio optimization based on uncertain measure
- Multi-period portfolio selection based on uncertainty theory with bankruptcy control and liquidity
- Optimal dynamic portfolio selection: multiperiod mean-variance formulation
- Portfolio optimization through a network approach: network assortative mixing and portfolio diversification
- Portfolio optimization using a new probabilistic risk measure
- Portfolio performance evaluation with loss aversion
- Prospect Theory: An Analysis of Decision under Risk
- Uncertain programming models for portfolio selection with uncertain returns
- Uncertainty theory
- \(p\)-optimality-based multiobjective root system growth algorithms for multiobjective applications
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