Login / Signup
Multi-period portfolio selection with mental accounts and realistic constraints based on uncertainty theory.
Jinhua Chang
Lin Sun
Bo Zhang
Jin Peng
Published in:
J. Comput. Appl. Math. (2020)
Keyphrases
</>
portfolio selection
multi period
robust optimization
optimal portfolio
production planning
lot sizing
facility location problem
data envelopment analysis
decision theory
planning horizon
multi item
mathematical programming
routing problem
financial markets
graphical models
total cost