Uncertain random portfolio optimization model with tail value-at-risk
Author:
Funder
National Natural Science Foundation of China
Publisher
Springer Science and Business Media LLC
Subject
Geometry and Topology,Theoretical Computer Science,Software
Link
https://link.springer.com/content/pdf/10.1007/s00500-022-07249-8.pdf
Reference31 articles.
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4. Cui X, Gao J, Shi Y, Zhu S (2019) Time-consistent and self-coordination strategies for multi-period mean-conditional value-at-risk portfolio selection. Eur J Oper Res 276:781–789
5. Dai Y, Qin Z (2021) Multi-period uncertain portfolio optimization model with minimum transaction lots and dynamic risk preference. Appl Soft Comput 109:107519
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