Robust multi-period portfolio model based on prospect theory and ALMV-PSO algorithm

Jiahe Liu, Xiu Jin, Tianyang Wang, Ying Yuan. Robust multi-period portfolio model based on prospect theory and ALMV-PSO algorithm. Expert Syst. Appl., 42(20):7252-7262, 2015. [doi]

Authors

Jiahe Liu

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Xiu Jin

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Tianyang Wang

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Ying Yuan

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