Open AccessMulti-period uncertain portfolio selection model with prospect utility function
Author(s) -
Gaohuizi Guo,
Yao Xiao,
Cuiyou Yao
Publication year - 2022
Publication title -
plos one
Language(s) - Uncategorized
Resource type - Journals
SCImago Journal Rank - 0.99
H-Index - 332
ISSN - 1932-6203
DOI - 10.1371/journal.pone.0274625
Subject(s) - portfolio , portfolio optimization , mathematical optimization , computer science , prospect theory , modern portfolio theory , selection (genetic algorithm) , economics , function (biology) , bankruptcy , econometrics , artificial intelligence , mathematics , financial economics , microeconomics , finance , evolutionary biology , biology
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