Prospect theory–based portfolio optimization: an empirical study and analysis using intelligent algorithms
Crossref DOI link: https://doi.org/10.1080/14697688.2016.1149611
Published Online: 2016-07-18
Published Print: 2017-03-04
Update policy: https://doi.org/10.1080/tandf_crossmark_01
Grishina, N.
Lucas, C. A.
Date, P.
Funding for this research was provided by:
Russian Foundation for Basic Research (14-01-00140)
Peer Review Statement: The publishing and review policy for this title is described in its Aims & Scope.
Aim & Scope: http://www.tandfonline.com/action/journalInformation?show=aimsScope&journalCode=rquf20