A multiobjective multiperiod portfolio selection approach with different investor attitudes under an uncertain environment
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Publisher
Springer Science and Business Media LLC
Link
https://link.springer.com/content/pdf/10.1007/s00500-024-09719-7.pdf
Reference58 articles.
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3. Chang TJ, Yang SC, Chang KJ (2009) Portfolio optimization problems in different risk measures using genetic algorithm. Expert Syst Appl 36(7):10529–10537
4. Corazza M (2021) A note on “portfolio selection under possibilistic mean-variance utility and a SMO algorithm’’. Eur J Oper Res 288(1):343–345
5. 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(2):781–789
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