Portfolio optimization model with uncertain returns based on prospect theory
Crossref DOI link: https://doi.org/10.1007/s40747-021-00493-9
Published Online: 2021-08-24
Published Print: 2022-12
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Li, Yufeng http://orcid.org/0000-0001-6058-4552
Zhou, Bing
Tan, Yingxue
Text and Data Mining valid from 2021-08-24
Version of Record valid from 2021-08-24
Article History
Received: 24 March 2021
Accepted: 30 July 2021
First Online: 24 August 2021
Declarations
:
: The authors declare no conflicts of interest.