Dynamic portfolio selection for loss-averse investors with wealth constraints

MI Hui, ZHANG Shu-guang

Systems Engineering - Theory & Practice ›› 2013, Vol. 33 ›› Issue (5) : 1107-1115.

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Systems Engineering - Theory & Practice ›› 2013, Vol. 33 ›› Issue (5) : 1107-1115. DOI: 10.12011/1000-6788(2013)5-1107

Dynamic portfolio selection for loss-averse investors with wealth constraints

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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2013, 33(5): 1107-1115 https://doi.org/10.12011/1000-6788(2013)5-1107

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