Uncertain portfolio selection with mental accounts and realistic constraints

Author:

Xue Li,Di Hao,Zhao Xuejun,Zhang Zili

Funder

China Postdoctoral Science Foundation

Publisher

Elsevier BV

Subject

Applied Mathematics,Computational Mathematics

Reference37 articles.

1. Portfolio selection;Markowitz;J. Financ.,1952

2. Mean–variance portfolio selection in presence of infrequently traded stocks;Castellano;European J. Oper. Res.,2014

3. Mean–variance portfolio selection under a constant elasticity of variance model;Shen;Oper. Res. Lett.,2014

4. Portfolio Selection: Efficient Diversification of Investments;Markowitz,1959

5. A possibilistic mean-semivariance-entropy model for multi-period portfolio selection with transaction costs;Zhang;European J. Oper. Res.,2012

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