Multiperiod Asset Allocation Considering Dynamic Loss Aversion Behavior of Investors

Jia Wang, MengChu Zhou, Xiwang Guo, Liang Qi. Multiperiod Asset Allocation Considering Dynamic Loss Aversion Behavior of Investors. IEEE Trans. Comput. Social Systems, 6(1):73-81, 2019. [doi]

Authors

Jia Wang

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MengChu Zhou

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Xiwang Guo

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Liang Qi

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