A multi-period fuzzy portfolio optimization model with investors’ loss aversion
Author:
Funder
Guangdong Basic and Applied Basic Research Foundation
Publisher
Springer Science and Business Media LLC
Subject
Geometry and Topology,Theoretical Computer Science,Software
Link
https://link.springer.com/content/pdf/10.1007/s00500-023-09030-x.pdf
Reference35 articles.
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3. Carlsson C, Fullér R (2001) On possibilistic mean value and variance of fuzzy numbers. Fuzzy Sets Syst 122(2):315–326
4. Chen W, Xu W (2019) A hybrid multiobjective bat algorithm for fuzzy portfolio optimization with real-world constraints. Int J Fuzzy Syst 21:291–307
5. Chow KV, Denning KC (1994) On variance and lower partial moment betas the equivalence of systematic risk measures. J Bus Financ Acc 21(2):231–241
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