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Possibilistic mean-variance utility to portfolio selection for bounded assets.
Xue Deng
Junfeng Zhao
Lihong Yang
Rongjun Li
Published in:
J. Digit. Content Technol. its Appl. (2010)
Keyphrases
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portfolio selection
financial markets
expected utility
optimal portfolio
transaction costs
utility function
multistage stochastic
portfolio optimization
portfolio management
robust optimization
stock price
stock market
investment decisions
investment strategies
decision makers
optimal strategy
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