Open AccessUncertain portfolio selection with mental accounts and background risk
Author(s) -
Xue Li,
Hao Di
Publication year - 2019
Publication title -
journal of industrial and management optimization
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.325
H-Index - 32
eISSN - 1553-166X
pISSN - 1547-5816
DOI - 10.3934/jimo.2018124
Subject(s) - portfolio , efficient frontier , portfolio optimization , actuarial science , modern portfolio theory , replicating portfolio , selection (genetic algorithm) , asset (computer security) , post modern portfolio theory , economics , application portfolio management , capital asset pricing model , computer science , econometrics , financial economics , project portfolio management , artificial intelligence , computer security , management , project management