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]
@article{LiuJWY15-0,
title = {Robust multi-period portfolio model based on prospect theory and ALMV-PSO algorithm},
author = {Jiahe Liu and Xiu Jin and Tianyang Wang and Ying Yuan},
year = {2015},
doi = {10.1016/j.eswa.2015.04.063},
url = {http://dx.doi.org/10.1016/j.eswa.2015.04.063},
researchr = {https://researchr.org/publication/LiuJWY15-0},
cites = {0},
citedby = {0},
journal = {Expert Syst. Appl.},
volume = {42},
number = {20},
pages = {7252-7262},
}