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A constrained multi-period robust portfolio model with behavioral factors and an interval semi-absolute deviation.

Mostafa Abdolahi MoghadamSeyed Babak EbrahimiDonya Rahmani
Published in: J. Comput. Appl. Math. (2020)
Keyphrases
  • mathematical model
  • multi period
  • search algorithm
  • probabilistic model
  • probability distribution