A new method of portfolio optimization under cumulative prospect theory-Reference-Cited by-同舟云学术

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A new method of portfolio optimization under cumulative prospect theory

Published:2018-02 Issue:1 Volume:23 Page:75-86
ISSN:1007-0214
Container-title:Tsinghua Science and Technology
language:
Short-container-title:Tinshhua Sci. Technol.

Author:

Gong Chao,Xu Chunhui,Ando Masakazu,Xi Xiangming

Publisher

Tsinghua University Press

Subject

Multidisciplinary

Link

http://xplorestaging.ieee.org/ielx7/5971803/8293065/08293074.pdf?arnumber=8293074

Cited by 15 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Sustainable performance evaluation of the banking industry based on CPT-TOPSIS: a case study of commercial banks in China;Frontiers in Sustainability;2024-09-11

2. Prospect theory-based formulation of chance constrained portfolio optimization problem using loan;SICE Journal of Control, Measurement, and System Integration;2024-05-10

3. Crane Operation Hazard Evaluation Based on Z-Number and CPT;IEEE Access;2024

4. Fitness Landscape Analysis of Prospect Theory-Based Portfolio Optimization Problem Using Loan;2023 62nd Annual Conference of the Society of Instrument and Control Engineers (SICE);2023-09-06

5. Prospect Theory-Based Formulation of Portfolio Optimization Problem using Loan and Its Solution by Multi-Start Local Search;2023 8th International Conference on Business and Industrial Research (ICBIR);2023-05-18

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